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This article is cited in 3 scientific papers (total in 4 papers)
On large deviations, I
S. V. Zhulenev M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
A new point of view is suggested on the Cramér idea, which celebrated its 60th anniversary in 1998: to use a measure transform to obtain the so-called representation of large deviation type. This slightly different approach allows us to understand that the old idea is more efficient than had been thought before, even in the one-dimensional case.
Keywords:
generalized Cramér transform, independent nonidentically distributed summands, nonasymptotic large deviation problem.
Received: 01.07.1997
Citation:
S. V. Zhulenev, “On large deviations, I”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 34–54; Theory Probab. Appl., 44:1 (2000), 75–92
Linking options:
https://www.mathnet.ru/eng/tvp596https://doi.org/10.4213/tvp596 https://www.mathnet.ru/eng/tvp/v44/i1/p34
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Abstract page: | 305 | Full-text PDF : | 172 | First page: | 22 |
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