Citation:
A. A. Mogul'skii, “Large deviations in the space C(0,1) for sums that are defined on a finite Markov chain”, Sibirsk. Mat. Zh., 15:1 (1974), 61–75; Siberian Math. J., 15:1 (1974), 43–53
\Bibitem{Mog74}
\by A.~A.~Mogul'skii
\paper Large deviations in the space $C(0,1)$ for sums that are defined on a finite Markov chain
\jour Sibirsk. Mat. Zh.
\yr 1974
\vol 15
\issue 1
\pages 61--75
\mathnet{http://mi.mathnet.ru/smj4233}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0345175}
\zmath{https://zbmath.org/?q=an:0303.60024}
\transl
\jour Siberian Math. J.
\yr 1974
\vol 15
\issue 1
\pages 43--53
\crossref{https://doi.org/10.1007/BF00968313}
Linking options:
https://www.mathnet.ru/eng/smj4233
https://www.mathnet.ru/eng/smj/v15/i1/p61
This publication is cited in the following 5 articles:
Peter Braunsteins, Michel Mandjes, “The Cramér-Lundberg model with a fluctuating number of clients”, Insurance: Mathematics and Economics, 112 (2023), 1
Irina Ignatiouk-Robert, “Sample Path Large Deviations and Convergence Parameters”, Ann. Appl. Probab., 11:4 (2001)
P. Eichelsbacher, M. Löwe, “Large deviations principle for partial sums U-processes”, Theory Probab. Appl., 43:1 (1999), 26–41
Amir Dembo, Tim Zajic, “Large deviations: From empirical mean and measure to partial sums process”, Stochastic Processes and their Applications, 57:2 (1995), 191
Paul H. Schuette, “Large deviations for trajectories of sums of independent random variables”, J Theor Probab, 7:1 (1994), 3
Citation in format AMSBIB
Contact us: