Sibirskii Matematicheskii Zhurnal
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Sibirsk. Mat. Zh.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Sibirskii Matematicheskii Zhurnal, 2006, Volume 47, Number 6, Pages 1218–1257 (Mi smj930)  

This article is cited in 19 scientific papers (total in 19 papers)

Integro-local and integral theorems for sums of random variables with semiexponential distributions

A. A. Borovkov, A. A. Mogul'skii

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
References:
Abstract: We obtain some integro-local and integral limit theorems for the sums $S(n)=\xi(1)+\dots+\xi(n)$ of independent random variables with general semiexponential distribution (i.e., a distribution whose right tail has the form $\mathbf P(\xi\geqslant t)=e^{-t^{\beta}L(t)}$, where $\beta\in(0,1)$ and $L(t)$ is a slowly varying function with some smoothness properties). These theorems describe the asymptotic behavior as $x\to\infty$ of the probabilities
$$ \mathbf P(S(n)\in[x,x+\Delta))\textrm{ and }\mathbf P(S(n)\geqslant x) $$
in the zone of normal deviations and all zones of large deviations of $x$: in the Cramer and intermediate zones, and also in the “extreme” zone where the distribution of $S(n)$ is approximated by that of the maximal summand.
Keywords: semiexponential distribution, integro-local theorem, Cramér series, segment of the Cramér series, random walk, large deviations, Cramér zone of deviations, intermediate zone of deviations, zone of approximation by the maximal summand.
Received: 29.08.2006
English version:
Siberian Mathematical Journal, 2006, Volume 47, Issue 6, Pages 990–1026
DOI: https://doi.org/10.1007/s11202-006-0110-x
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: A. A. Borovkov, A. A. Mogul'skii, “Integro-local and integral theorems for sums of random variables with semiexponential distributions”, Sibirsk. Mat. Zh., 47:6 (2006), 1218–1257; Siberian Math. J., 47:6 (2006), 990–1026
Citation in format AMSBIB
\Bibitem{BorMog06}
\by A.~A.~Borovkov, A.~A.~Mogul'skii
\paper Integro-local and integral theorems for sums of random variables with semiexponential distributions
\jour Sibirsk. Mat. Zh.
\yr 2006
\vol 47
\issue 6
\pages 1218--1257
\mathnet{http://mi.mathnet.ru/smj930}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2302841}
\zmath{https://zbmath.org/?q=an:1150.60021}
\elib{https://elibrary.ru/item.asp?id=12941078}
\transl
\jour Siberian Math. J.
\yr 2006
\vol 47
\issue 6
\pages 990--1026
\crossref{https://doi.org/10.1007/s11202-006-0110-x}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000243454700003}
\elib{https://elibrary.ru/item.asp?id=13530870}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33845503684}
Linking options:
  • https://www.mathnet.ru/eng/smj930
  • https://www.mathnet.ru/eng/smj/v47/i6/p1218
  • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский математический журнал Siberian Mathematical Journal
    Statistics & downloads:
    Abstract page:534
    Full-text PDF :157
    References:62
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024