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This article is cited in 3 scientific papers (total in 3 papers)
Limit theorems for stopped random sequences II: large deviations
V. K. Malinovskii Steklov Mathematical Institute, Russian Academy of Sciences
Abstract:
Stopped random sequences with record regeneration are considered and upper bounds and approximations of probabilities of large deviations under low moment conditions are obtained. These results generalize those of A. V. Nagaev, S. V. Nagaev, and D. X. Fuk proved in the framework of sums of independent random variables. Particular cases of such sequences are stopped random walks, recurrent Markov renewal processes, and certain procedures of sequential estimation.
Keywords:
stopped sequences, large deviations, record regeneration.
Received: 13.06.1992 Revised: 28.07.1995
Citation:
V. K. Malinovskii, “Limit theorems for stopped random sequences II: large deviations”, Teor. Veroyatnost. i Primenen., 41:1 (1996), 107–132; Theory Probab. Appl., 41:1 (1997), 70–90
Linking options:
https://www.mathnet.ru/eng/tvp2778https://doi.org/10.4213/tvp2778 https://www.mathnet.ru/eng/tvp/v41/i1/p107
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Abstract page: | 296 | Full-text PDF : | 203 | First page: | 11 |
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