This article is cited in 5 papers

On large deviations of maximum of a Cramér random walk and the queueing process

M. V. Kozlov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Keywords: random walk; queueing process; Cramér condition; large deviations of maximum; conditional limit theorems.

MSC: 60

Received: 15.12.2011
Revised: 15.05.2012

DOI: 10.4213/tvp4495

 English version: Theory of Probability and its Applications, 2014, 58:1, 76–106

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