# Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.

Sibirskij Matematicheskij Zhurnal (2006)

- Volume: 47, Issue: 6, page 1323-1341
- ISSN: 0037-4474

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topMogul'skii, A.A.. "Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.." Sibirskij Matematicheskij Zhurnal 47.6 (2006): 1323-1341. <http://eudml.org/doc/54769>.

@article{Mogulskii2006,

author = {Mogul'skii, A.A.},

journal = {Sibirskij Matematicheskij Zhurnal},

keywords = {one-dimensional random walk; first upcrossing time; large deviation; semiexponential; integro-local theorem; deviation function},

language = {eng},

number = {6},

pages = {1323-1341},

publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},

title = {Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.},

url = {http://eudml.org/doc/54769},

volume = {47},

year = {2006},

}

TY - JOUR

AU - Mogul'skii, A.A.

TI - Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.

JO - Sibirskij Matematicheskij Zhurnal

PY - 2006

PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki

VL - 47

IS - 6

SP - 1323

EP - 1341

LA - eng

KW - one-dimensional random walk; first upcrossing time; large deviation; semiexponential; integro-local theorem; deviation function

UR - http://eudml.org/doc/54769

ER -

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