摘要 : For a given one-dimensional random walk {S-n} with a subexponential step-size distribution, we present a unifying theory to study the sequences {x(n)} for which P{S-n > x} as n -> infinity uniformly for x >= x(n). We also investig... 展开
作者 | Denisov D Dieker AB Shneer V |
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作者单位 | |
期刊名称 | 《The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics 》 |
总页数 | 46 |
语种/中图分类号 | 英语 / O211 |
关键词 | large deviations random walk subexponentiality INDEPENDENT RANDOM-VARIABLES PRECISE LARGE DEVIATIONS LIMIT-THEOREMS PARTIAL ATTRACTION SUMS BEHAVIOR PROBABILITIES TAILS |
馆藏号 | N2008EPST0000454 |