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Matematicheskie Trudy, 2001, Volume 4, Number 2, Pages 3–26 (Mi mt10)  

This article is cited in 2 scientific papers (total in 2 papers)

Large Deviations of Sums of Random Variables of Two Types

A. A. Borovkov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Full-text PDF (919 kB) Citations (2)
References:
Abstract: Let $\xi_1,\xi_2,\dots$; $\tau_1,\tau_2,\dots$ be two sequences of independent random variables, with $\xi_i$ and $\tau_i$ distributed respectively as $\xi$ and $\tau$ and with
$$ \mathbb{E}|\xi|<\infty, \quad \mathbb{E}|\tau|<\infty, \quad S_n=\sum_{i=1}^n\xi_i, \quad T_m=\sum_{i=1}^m\tau_i. $$
In this article we study the asymptotics of large deviation probabilities of the sums $T_m+S_n$ for the following three classes of distribution tails for $\tau$ and $\xi$: regular (heavy), semiexponential, and exponentially decreasing. The numbers $m$ and $n$ may be either fixed or unboundedly increasing. The cause for appearance of this article is the articles [1, 2] addressing a particular case of the problem under consideration.
Key words: large deviation, sum of random variables, summands of two types.
Received: 17.04.2001
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. A. Borovkov, “Large Deviations of Sums of Random Variables of Two Types”, Mat. Tr., 4:2 (2001), 3–26; Siberian Adv. Math., 11:4 (2001), 1–24
Citation in format AMSBIB
\Bibitem{Bor01}
\by A.~A.~Borovkov
\paper Large Deviations of Sums of Random Variables of Two Types
\jour Mat. Tr.
\yr 2001
\vol 4
\issue 2
\pages 3--26
\mathnet{http://mi.mathnet.ru/mt10}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1875506}
\zmath{https://zbmath.org/?q=an:1048.60036|1047.60042}
\transl
\jour Siberian Adv. Math.
\yr 2001
\vol 11
\issue 4
\pages 1--24
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математические труды Siberian Advances in Mathematics
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    Abstract page:426
    Full-text PDF :181
    References:54
    First page:1
     
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