Tīmeklis2024. gada 7. maijs · A standard reference on random walks, and particularly on the analysis of overshoots is [Fel66]. Dembo and Zeitouni, [5] develop large deviation theory in a much more general and detailed way than the introduction here. The classic reference on martingales is [6], but [4] and [16] are more accessible.
Probability Generating Functional - McCorvie
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