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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 1, Pages 79–109 (Mi tvp3875)  

This article is cited in 34 scientific papers (total in 35 papers)

Probabilities of large deviations on the whole axis

L. V. Rozovskii
Received: 28.05.1990
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 1, Pages 53–79
DOI: https://doi.org/10.1137/1138005
Bibliographic databases:
Language: Russian
Citation: L. V. Rozovskii, “Probabilities of large deviations on the whole axis”, Teor. Veroyatnost. i Primenen., 38:1 (1993), 79–109; Theory Probab. Appl., 38:1 (1993), 53–79
Citation in format AMSBIB
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\by L.~V.~Rozovskii
\paper Probabilities of large deviations on the whole axis
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 1
\pages 79--109
\mathnet{http://mi.mathnet.ru/tvp3875}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1317784}
\zmath{https://zbmath.org/?q=an:0801.60021}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 1
\pages 53--79
\crossref{https://doi.org/10.1137/1138005}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993MY18800005}
Linking options:
  • https://www.mathnet.ru/eng/tvp3875
  • https://www.mathnet.ru/eng/tvp/v38/i1/p79
  • This publication is cited in the following 35 articles:
    1. Milad Bakhshizadeh, Arian Maleki, Victor H de la Pena, “Sharp concentration results for heavy-tailed distributions”, Information and Inference: A Journal of the IMA, 12:3 (2023), 1655  crossref
    2. Marco Zamparo, “Large fluctuations and transport properties of the Lévy–Lorentz gas”, Ann. Inst. H. Poincaré Probab. Statist., 59:2 (2023)  crossref
    3. Thomas Mikosch, Igor Rodionov, “Precise large deviations for dependent subexponential variables”, Bernoulli, 27:2 (2021)  crossref
    4. Johannes Heiny, Thomas Mikosch, Jorge Yslas, “Point process convergence for the off-diagonal entries of sample covariance matrices”, Ann. Appl. Probab., 31:2 (2021)  crossref
    5. Denis Denisov, Elena Perfilev, Vitali Wachtel, “Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments”, J. Appl. Probab., 58:1 (2021), 217  crossref
    6. Frolov A., “Universal Theory For Strong Limit Theorems of Probability”, Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, 1–189  isi
    7. Frolov A., “Universal Theory For Strong Limit Theorems of Probability Preface”: Frolov, AN, Universal Theory For Strong Limit Theorems of Probability, World Scientific Publ Co Pte Ltd, 2020, VII+  isi
    8. Thomas Mikosch, Jorge Yslas, “Gumbel and Fréchet convergence of the maxima of independent random walks”, Adv. Appl. Probab., 52:1 (2020), 213  crossref
    9. Loukissas F., “Precise Large Deviations For Strong Subexponential Distributions and Applications on a Multi Risk Model”, Commun. Stat.-Theory Methods, 48:20 (2019), 5175–5190  crossref  isi
    10. Amir Dembo, Ryoki Fukushima, Naoki Kubota, “Slowdown estimates for one-dimensional random walks in random environment with holding times”, Electron. Commun. Probab., 23:none (2018)  crossref
    11. Wensheng Wang, “Large Deviations for Sums of Random Vectors Attracted to Operator Semi-Stable Laws”, J Theor Probab, 30:1 (2017), 64  crossref
    12. Jan Naudts, Hiroki Suyari, “Large deviation estimates involving deformed exponential functions”, Physica A: Statistical Mechanics and its Applications, 436 (2015), 716  crossref
    13. A. A. Borovkov, A. A. Mogul'skiǐ, “Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments”, Siberian Adv. Math., 25:1 (2015), 39–55  mathnet  crossref  mathscinet
    14. A. A. Borovkov, A. A. Mogul'skii, “Moderately large deviation principles for trajectories of random walks and processes with independent increments”, Theory Probab. Appl., 58:4 (2014), 562–581  mathnet  crossref  crossref  mathscinet  isi  elib  elib
    15. Denis Denisov, Vsevolod Shneer, “Asymptotics for the First Passage Times of Lévy Processes and Random Walks”, Journal of Applied Probability, 50:1 (2013), 64  crossref
    16. Jose Blanchet, Henry Lam, “State-dependent importance sampling for rare-event simulation: An overview and recent advances”, Surveys in Operations Research and Management Science, 17:1 (2012), 38  crossref
    17. Olvera-Cravioto M., Glynn P.W., “Uniform approximations for the M/G/1 queue with subexponential processing times”, Queueing Syst, 68:1 (2011), 1–50  crossref  isi
    18. Denisov D., Foss S., Korshunov D., “Asymptotics of randomly stopped sums in the presence of heavy tails”, Bernoulli, 16:4 (2010), 971–994  crossref  mathscinet  zmath  isi
    19. Li Liu, “Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails”, Sci. China Math., 53:6 (2010), 1421  crossref
    20. A. A. Mogulskii, “Integralnye i integro-lokalnye teoremy dlya summ sluchainykh velichin s semieksponentsialnymi raspredeleniyami”, Sib. elektron. matem. izv., 6 (2009), 251–271  mathnet  mathscinet  elib
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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