Asymptotic formulas for probabilities of large deviations of ladder heights

dc.contributor.author	Nagaev, S.V.
dc.date.accessioned	2009-11-25T11:07:02Z
dc.date.available	2009-11-25T11:07:02Z
dc.date.issued	2008
dc.identifier.citation	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.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4541
dc.description.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: 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.	en_US
dc.description.sponsorship	This article was partially supported by the Russian Foundation for Basic Research (grant 06-01-00069)	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Asymptotic formulas for probabilities of large deviations of ladder heights	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US
dc.identifier.udc	519.21