Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




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

Teoriya Veroyatnostei i ee Primeneniya, 2004, Volume 49, Issue 4, Pages 672–694
DOI: https://doi.org/10.4213/tvp188 (Mi tvp188) 		 
This article is cited in 1 scientific paper (total in 2 paper)

On large deviations, II

S. V. Zhulenev

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (2128 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp188
Abstract: The Esscher–Cramér approach enables us to get representations of large deviation type even if the Cramér condition fails. Moreover, in the case of the scaled sums of a sequence of independent identically distributed random variables these representations turn out to be slightly different from those which are correct under this rigid condition.
Keywords: generalized Cramér transform, truncated exponential, conditional expectations.
Received: 18.07.2001
English version:
Theory of Probability and its Applications, 2005, Volume 49, Issue 4, Pages 671–690
DOI: https://doi.org/10.1137/S0040585X97981305
Bibliographic databases:
Language: Russian
Citation: S. V. Zhulenev, “On large deviations, II”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 672–694; Theory Probab. Appl., 49:4 (2005), 671–690
Citation in format AMSBIB
\Bibitem{Zhu04}
\by S.~V.~Zhulenev
\paper On large deviations,~II
\jour Teor. Veroyatnost. i Primenen.
\yr 2004
\vol 49
\issue 4
\pages 672--694
\mathnet{http://mi.mathnet.ru/tvp188}
\crossref{https://doi.org/10.4213/tvp188}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2142561}
\zmath{https://zbmath.org/?q=an:1104.60012}
\transl
\jour Theory Probab. Appl.
\yr 2005
\vol 49
\issue 4
\pages 671--690
\crossref{https://doi.org/10.1137/S0040585X97981305}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000234407500007}
Linking options:
  • https://www.mathnet.ru/eng/tvp188
  • https://doi.org/10.4213/tvp188
  • https://www.mathnet.ru/eng/tvp/v49/i4/p672
    Cycle of papers
    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
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:430
    Full-text PDF :193
    References:81
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024