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Theory Stoch. Process., 2008, Volume 14(30), Issue 1, Pages 100–116 (Mi thsp134)  

Asymptotic formulas for probabilities of large deviations of ladder heights

Sergey V. Nagaev

Sobolev Institute of Mathematics, 4, Koptyug Pr., Novosibirsk 630090, Russia

Abstract: Asymptotic formulas for large-deviation probabilities of a ladder height in a random walk generated by a sequence of sums of i.i.d. random variables are deduced. Two cases are considered:

Funding Agency Grant Number
Russian Foundation for Basic Research grant 06-01-00069
This article was partially supported by the Russian Foundation for Basic Research (grant 06-01-00069)


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MSC: 60F10
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Citation: Sergey V. Nagaev, “Asymptotic formulas for probabilities of large deviations of ladder heights”, Theory Stoch. Process., 14(30):1 (2008), 100–116

Citation in format AMSBIB
\Bibitem{Nag08}
\by Sergey~V.~Nagaev
\paper Asymptotic formulas for probabilities of
large deviations of ladder heights
\jour Theory Stoch. Process.
\yr 2008
\vol 14(30)
\issue 1
\pages 100--116
\mathnet{http://mi.mathnet.ru/thsp134}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=2479711}
\zmath{https://zbmath.org/?q=an:1199.60064}


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  • http://mi.mathnet.ru/eng/thsp/v14/i1/p100

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