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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 878–881
(Mi tvp3679)
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Short Communications
Large deviations under power mixing
V. I. Bakhtin Belarusian State University, Faculty of Physics
Abstract:
The paper introduces mixing conditions of power rates that make possible the calculation of a finite number of cumulants for a normalized sum of random variables and the derivation of Cramer-type asymptotics for probabilities of large deviations.
Keywords:
mixing conditions, large deviations.
Received: 05.04.1993
Citation:
V. I. Bakhtin, “Large deviations under power mixing”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 878–881; Theory Probab. Appl., 40:4 (1995), 742–744
Linking options:
https://www.mathnet.ru/eng/tvp3679 https://www.mathnet.ru/eng/tvp/v40/i4/p878
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Statistics & downloads: |
Abstract page: | 170 | Full-text PDF : | 53 | First page: | 8 |
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