Citation:
V. I. Piterbarg, “On large jumps of a random walk”, Teor. Veroyatnost. i Primenen., 36:1 (1991), 54–64; Theory Probab. Appl., 36:1 (1991), 50–62
\Bibitem{Pit91}
\by V.~I.~Piterbarg
\paper On large jumps of a~random walk
\jour Teor. Veroyatnost. i Primenen.
\yr 1991
\vol 36
\issue 1
\pages 54--64
\mathnet{http://mi.mathnet.ru/tvp2561}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1109016}
\zmath{https://zbmath.org/?q=an:0741.60067}
\transl
\jour Theory Probab. Appl.
\yr 1991
\vol 36
\issue 1
\pages 50--62
\crossref{https://doi.org/10.1137/1136004}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1991HP91600004}
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A. M. Kozlov, “On the probabilities of large deviations of the Shepp statistic”, Discrete Math. Appl., 14:2 (2004), 211–216
V. I. Piterbarg, A. M. Kozlov, “On large jumps of a Cramer random walk”, Theory Probab. Appl., 47:4 (2003), 719–729
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