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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 73–87
(Mi tvp2455)
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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
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
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Abstract page: | 199 | Full-text PDF : | 87 |
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