Geodesic
On large jumps of a Cramer random walk
Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 803-814 Cet article a éte moissonné depuis la source Math-Net.Ru

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The asymptotic of large deviation probabilities for the increments of a Cramer random walk is obtained.
Keywords: random walk, large deviations, Cramer condition. 
@article{TVP_2002_47_4_a14,
     author = {V. I. Piterbarg and A. M. Kozlov},
     title = {On large jumps of a {Cramer} random walk},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {803--814},
     year = {2002},
     volume = {47},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a14/}
}
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V. I. Piterbarg; A. M. Kozlov. On large jumps of a Cramer random walk. Teoriâ veroâtnostej i ee primeneniâ, Tome 47 (2002) no. 4, pp. 803-814. http://geodesic.mathdoc.fr/item/TVP_2002_47_4_a14/