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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 73–87 (Mi tvp2455)  

This article is cited in 22 scientific papers (total in 22 papers)

A problem on large deviations in a space of trajectories

I. F. Pinelis

Novosibirsk
Abstract: The paper deals with the probabilities of large deviations of the trajectories generated by the sums of independent identically distributed random variables with finite moments of the order greater than 2. No restrictions on the character of deviations are assumed.
For the case when the tail probabilities of summands change regularly we derive some results on the asymptotical behaviour of the probabilities of large deviations of trajectories.
Received: 05.02.1979
English version:
Theory of Probability and its Applications, 1981, Volume 26, Issue 1, Pages 69–84
DOI: https://doi.org/10.1137/1126006
Bibliographic databases:
Language: Russian
Citation: I. F. Pinelis, “A problem on large deviations in a space of trajectories”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 73–87; Theory Probab. Appl., 26:1 (1981), 69–84
Citation in format AMSBIB
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\by I.~F.~Pinelis
\paper A problem on large deviations in a~space of trajectories
\jour Teor. Veroyatnost. i Primenen.
\yr 1981
\vol 26
\issue 1
\pages 73--87
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=605637}
\zmath{https://zbmath.org/?q=an:0473.60034|0454.60027}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 26
\issue 1
\pages 69--84
\crossref{https://doi.org/10.1137/1126006}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981MY89200006}
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  • https://www.mathnet.ru/eng/tvp/v26/i1/p73
  • This publication is cited in the following 22 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
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