Large deviations for random walks with nonidentically distributed jumps having infinite variance.

Borovkov, A.A.

Sibirskij Matematicheskij Zhurnal (2005)

  • Volume: 46, Issue: 1, page 46-70
  • ISSN: 0037-4474

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Borovkov, A.A.. "Large deviations for random walks with nonidentically distributed jumps having infinite variance.." Sibirskij Matematicheskij Zhurnal 46.1 (2005): 46-70. <http://eudml.org/doc/53573>.

@article{Borovkov2005,
author = {Borovkov, A.A.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {random walk; large deviations; nonidentically distributed jumps; triangular scheme; infinite variance; transient phenomena},
language = {eng},
number = {1},
pages = {46-70},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Large deviations for random walks with nonidentically distributed jumps having infinite variance.},
url = {http://eudml.org/doc/53573},
volume = {46},
year = {2005},
}

TY - JOUR
AU - Borovkov, A.A.
TI - Large deviations for random walks with nonidentically distributed jumps having infinite variance.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2005
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 46
IS - 1
SP - 46
EP - 70
LA - eng
KW - random walk; large deviations; nonidentically distributed jumps; triangular scheme; infinite variance; transient phenomena
UR - http://eudml.org/doc/53573
ER -

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