Citation:
A. A. Borovkov, “On the limit conditional distributions connected with large deviations”, Sibirsk. Mat. Zh., 37:4 (1996), 732–744; Siberian Math. J., 37:4 (1996), 635–646
\Bibitem{Bor96}
\by A.~A.~Borovkov
\paper On the limit conditional distributions connected with large deviations
\jour Sibirsk. Mat. Zh.
\yr 1996
\vol 37
\issue 4
\pages 732--744
\mathnet{http://mi.mathnet.ru/smj479}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1643354}
\zmath{https://zbmath.org/?q=an:0891.60030}
\transl
\jour Siberian Math. J.
\yr 1996
\vol 37
\issue 4
\pages 635--646
\crossref{https://doi.org/10.1007/BF02104659}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VK47800002}
Linking options:
https://www.mathnet.ru/eng/smj479
https://www.mathnet.ru/eng/smj/v37/i4/p732
This publication is cited in the following 12 articles:
Pan Yu. Borovkov K.A., “the Exact Asymptotics of the Large Deviation Probabilities in the Multivariate Boundary Crossing Problem”, Adv. Appl. Probab., 51:3 (2019), 835–864
M. V. Kozlov, “On large deviations of maximum of a Cramér random walk and the queueing process”, Theory Probab. Appl., 58:1 (2014), 76–106
Blanchet J.H., Leder K., Glynn P.W., “Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune”, Monte Carlo and Quasi-Monte Carlo Methods 2008, 2009, 227–248
A. A. Mogul'skii, “Large deviations of the first passage time for a random walk with semiexponentially distributed jumps”, Siberian Math. J., 47:6 (2006), 1084–1101
A. A. Borovkov, “Asymptotic analysis for random walks with nonidentically distributed jumps having finite variance”, Siberian Math. J., 46:6 (2005), 1020–1038
A. A. Borovkov, “On the Asymptotic Behavior of Distributions of First-Passage Times, II”, Math. Notes, 75:3 (2004), 322–330
A. A. Borovkov, “Kolmogorov and boundary problems of probability theory”, Russian Math. Surveys, 59:1 (2004), 91–102
A. A. Borovkov, “Asymptotics of crossing probability of a boundary by the trajectory of a Markov chain. Exponentially decaying tails”, Theory Probab. Appl., 48:2 (2004), 226–242
A. A. Borovkov, A. A. Mogul'skii, “Large deviations for Markov chains in the positive quadrant”, Russian Math. Surveys, 56:5 (2001), 803–916
M. V. Kozlov, “On the Erdős–Rényi Partial Sums: Large Deviations, Conditional Behavior”, Theory Probab. Appl., 46:4 (2002), 636–651
A. A. Borovkov, D. A. Korshunov, “Large-deviation probabilities for one-dimensional Markov chains. Part 2: Prestationary distributions in the exponential case”, Theory Probab. Appl., 45:3 (2001), 379–405
Borovkov A.A., “Limiting theorems for times and place of first passing boundary of multidimensional random walk”, Doklady Akademii Nauk, 353:6 (1997), 711–713
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