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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 755–765
(Mi tvp3978)
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This article is cited in 49 scientific papers (total in 49 papers)
Small deviations in the sample function space
A. A. Mogul'skii Novosibirsk
Abstract:
Let $\xi_1\xi_2,\dots$ be a sequence of independent identically distributed random variables and let
$$
\mathbf P(\xi_1+\dots+\xi_n<xB(n))\Rightarrow F_\alpha(x)
$$
where $F_\alpha(x)$ is a strong stable distribution function. Asymptotic properties (in the region of small deviations) of the logarithmic probability for sample paths of a random walk generated by sums of $\xi_n$ to belong to a given set in $D(0,1)$ are under investigation.
Received: 26.12.1973
Citation:
A. A. Mogul'skii, “Small deviations in the sample function space”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 755–765; Theory Probab. Appl., 19:1 (1975), 726–736
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