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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 673–691
(Mi tvp2890)
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This article is cited in 8 scientific papers (total in 8 papers)
Rough limit theorems on large deviations for Markov stochastic processes. III
A. D. Wentzell Moscow
Abstract:
This is the continuation of the papers [8], [9]. In [9] some rough limit theorems were deduced from the estimates of [8]. These theorems are analogous to the limit theorems for the sums of independent random variables concerning «very large» deviations of order $\sqrt n$. In the present paper rough limit theorems for some other classes of families of Markov processes are derived from the estimates of [8] (slighthly modified); some of them are analogous to limit theorems concerning «not very large» deviations (those of order $o(\sqrt n)$ for the sums of independent random variables.
Received: 20.04.1978
Citation:
A. D. Wentzell, “Rough limit theorems on large deviations for Markov stochastic processes. III”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 673–691; Theory Probab. Appl., 24:4 (1980), 675–692
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