Geodesic
On large deviations of maximum of a Cram\'er random walk and the queueing process
Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 1, pp. 81-116

Voir la notice de l'article provenant de la source Math-Net.Ru

Keywords: random walk; queueing process; Cramér condition; large deviations of maximum; conditional limit theorems. 
@article{TVP_2013_58_1_a5,
     author = {M. V. Kozlov},
     title = {On large deviations of maximum of a {Cram\'er} random walk and the queueing process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {81--116},
     publisher = {mathdoc},
     volume = {58},
     number = {1},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2013_58_1_a5/}
}
TY  - JOUR
AU  - M. V. Kozlov
TI  - On large deviations of maximum of a Cram\'er random walk and the queueing process
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2013
SP  - 81
EP  - 116
VL  - 58
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2013_58_1_a5/
LA  - ru
ID  - TVP_2013_58_1_a5
ER  - 
%0 Journal Article
%A M. V. Kozlov
%T On large deviations of maximum of a Cram\'er random walk and the queueing process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2013
%P 81-116
%V 58
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2013_58_1_a5/
%G ru
%F TVP_2013_58_1_a5
M. V. Kozlov. On large deviations of maximum of a Cram\'er random walk and the queueing process. Teoriâ veroâtnostej i ee primeneniâ, Tome 58 (2013) no. 1, pp. 81-116. http://geodesic.mathdoc.fr/item/TVP_2013_58_1_a5/