Asymptotic formulas for probabilities of large deviations of ladder heights
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:
 a) the distribution F(x) of summands is normal with a zero mean.
 b) F(x) bel...
Saved in:
| Date: | 2008 |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
|
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/4541 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Asymptotic formulas for probabilities of large deviations of ladder heights / S.V. Nagaev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 100–116. — Бібліогр.: 17 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862530304855506944 |
|---|---|
| author | Nagaev, S.V. |
| author_facet | Nagaev, S.V. |
| citation_txt | Asymptotic formulas for probabilities of large deviations of ladder heights / S.V. Nagaev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 100–116. — Бібліогр.: 17 назв.— англ. |
| collection | DSpace DC |
| description | 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:
a) the distribution F(x) of summands is normal with a zero mean.
b) F(x) belongs to the domain of the normal attraction of a stable law with
the exponent 0 < α < 1.
The method of Laplace transforms is applied in proofs.
|
| first_indexed | 2025-11-24T03:25:34Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4541 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-24T03:25:34Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Nagaev, S.V. 2009-11-25T11:07:02Z 2009-11-25T11:07:02Z 2008 Asymptotic formulas for probabilities of large deviations of ladder heights / S.V. Nagaev // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 100–116. — Бібліогр.: 17 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4541 519.21 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:
 a) the distribution F(x) of summands is normal with a zero mean.
 b) F(x) belongs to the domain of the normal attraction of a stable law with
 the exponent 0 < α < 1.
 The method of Laplace transforms is applied in proofs. This article was partially supported by the Russian Foundation for Basic Research (grant 06-01-00069) en Інститут математики НАН України Asymptotic formulas for probabilities of large deviations of ladder heights Article published earlier |
| spellingShingle | Asymptotic formulas for probabilities of large deviations of ladder heights Nagaev, S.V. |
| title | Asymptotic formulas for probabilities of large deviations of ladder heights |
| title_full | Asymptotic formulas for probabilities of large deviations of ladder heights |
| title_fullStr | Asymptotic formulas for probabilities of large deviations of ladder heights |
| title_full_unstemmed | Asymptotic formulas for probabilities of large deviations of ladder heights |
| title_short | Asymptotic formulas for probabilities of large deviations of ladder heights |
| title_sort | asymptotic formulas for probabilities of large deviations of ladder heights |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4541 |
| work_keys_str_mv | AT nagaevsv asymptoticformulasforprobabilitiesoflargedeviationsofladderheights |