On Large Jumps of a Cramer Random Walk
The asymptotic of large deviation probabilities for the increments of a Cramer random walk is obtained.
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Published in | Theory of probability and its applications Vol. 47; no. 4; pp. 719 - 729 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Society for Industrial and Applied Mathematics
2003
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Subjects | |
Online Access | Get full text |
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Summary: | The asymptotic of large deviation probabilities for the increments of a Cramer random walk is obtained. |
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ISSN: | 0040-585X 1095-7219 |
DOI: | 10.1137/S0040585X97980129 |