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

Mogul'skii, A.A.

Sibirskij Matematicheskij Zhurnal (2006)

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

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Mogul'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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