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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 1, Pages 107–132
DOI: https://doi.org/10.4213/tvp2778 (Mi tvp2778) 		 
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
Full-text PDF (1287 kB) Citations (3)
DOI: https://doi.org/10.4213/tvp2778
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
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 1, Pages 70–90
DOI: https://doi.org/10.1137/TPRBAU000041000001000070000001
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by V.~K.~Malinovskii
\paper Limit theorems for stopped random sequences~II: large deviations
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 1
\pages 107--132
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\zmath{https://zbmath.org/?q=an:0888.60027}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 1
\pages 70--90
\crossref{https://doi.org/10.1137/TPRBAU000041000001000070000001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1997WQ28100005}
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  • https://doi.org/10.4213/tvp2778
  • https://www.mathnet.ru/eng/tvp/v41/i1/p107
    • This publication is cited in the following 3 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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