On Large Deviations of Maximum of a Cramér Random Walk and the Queueing Process
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97986394
Reference7 articles.
1. Large-Deviation Probabilities for One-Dimensional Markov Chains. Part 2: Prestationary Distributions in the Exponential Case
2. Limit Theorems for Random Walk under the Assumption of Maxima Large Deviation
3. On the Probabilities of Large Deviations for Sums of Independent Random Variables
4. On Large Deviations of Strictly Subcritical Branching Processes in a Random Environment with Geometric Distribution of Progeny
5. On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
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2. О характеризации вероятностей больших уклонений для регенерирующих последовательностей;Trudy Matematicheskogo Instituta imeni V.A. Steklova;2022-03
3. Large Deviations for the Maximum of the Absolute Value of Partial Sums of Random Variable Sequences;Mathematics;2022-02-27
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