The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  • Borovkov, A. A.; Foss, S. G. Estimates for the excess of a random walk over an arbitrary boundary and their applications. (Russian) Teor. Veroyatnost. i Primenen. 44 (1999), no. 2, 249--277; translation in Theory Probab. Appl. 44 (2000), no. 2, 231--253 MR1751473
  • Breuer, L.; Baum, D. An introduction to queueing theory and matrix-analytic methods. Springer, Dordrecht, 2005. xiv+271 pp. ISBN: 978-1-4020-3630-9; 1-4020-3630-2 MR2186963
  • Glynn, Peter W.; Whitt, Ward. Large deviations behavior of counting processes and their inverses. Queueing Systems Theory Appl. 17 (1994), no. 1-2, 107--128. MR1295409
  • Lefevere, Raphaël; Mariani, Mauro; Zambotti, Lorenzo. Large deviations for renewal processes. Stochastic Process. Appl. 121 (2011), no. 10, 2243--2271. MR2822776
  • Peterson, Jonathon; Zeitouni, Ofer. On the annealed large deviation rate function for a multi-dimensional random walk in random environment. ALEA Lat. Am. J. Probab. Math. Stat. 6 (2009), 349--368. MR2557875
  • Shao, Qi-Man. Stein's method, self-normalized limit theory and applications. Proceedings of the International Congress of Mathematicians. Volume IV, 2325--2350, Hindustan Book Agency, New Delhi, 2010. MR2827974
  • Tsirelson, B.: Moderate deviations on different scales: no relations. Israel Journal of Mathematics (to appear); also arXiv:1207.4865
  • Wang, Mei; Woodroofe, Michael. A uniform renewal theorem. Sequential Anal. 15 (1996), no. 1, 21--36. MR1392655
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.