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Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 4, Pages 678–696
DOI: https://doi.org/10.4213/tvp3794 (Mi tvp3794) 		 
This article is cited in 6 scientific papers (total in 6 papers)

On the Erdős–Rényi Partial Sums: Large Deviations, Conditional Behavior

M. V. Kozlov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (1578 kB) Citations (6)
DOI: https://doi.org/10.4213/tvp3794
Abstract: We obtain the explicit expression for the constant in the asymptotics of large deviations probabilities of increments of random walks (the Erdős–Rényi partial sums) with the Cramer condition.
The trajectories of the walks on which the large deviation is realized are described in the form of conditional limit theorems.
Keywords: random walk, large deviation, conditional invariance principle, factorization identity.
Received: 16.11.2000
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 4, Pages 636–651
DOI: https://doi.org/10.1137/S0040585X97979263
Bibliographic databases:
Language: Russian
Citation: M. V. Kozlov, “On the Erdős–Rényi Partial Sums: Large Deviations, Conditional Behavior”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 678–696; Theory Probab. Appl., 46:4 (2002), 636–651
Citation in format AMSBIB
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\paper On the Erd\H os--R\'enyi Partial Sums: Large Deviations, Conditional Behavior
\jour Teor. Veroyatnost. i Primenen.
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\vol 46
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\pages 678--696
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\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 636--651
\crossref{https://doi.org/10.1137/S0040585X97979263}
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  • https://doi.org/10.4213/tvp3794
  • https://www.mathnet.ru/eng/tvp/v46/i4/p678
    • This publication is cited in the following 6 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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