Characterization of Large Deviation Probabilities for Regenerative Sequences
Author:
Publisher
Pleiades Publishing Ltd
Subject
Mathematics (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1134/S0081543822010059.pdf
Reference15 articles.
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3. A. A. Borovkov, “On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle,” Sib. Math. J. 36 (3), 417–434 (1995) [transl. from Sib. Mat. Zh. 36 (3), 493–509 (1995)].
4. A. A. Borovkov and A. A. Mogul’skii, “The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks,” Sib. Math. J. 37 (4), 647–682 (1996) [transl. from Sib. Mat. Zh. 37 (4), 745–782 (1996)].
5. A. A. Borovkov and A. A. Mogul’skii, “Limit theorems in the boundary hitting problem for a multidimensional random walk,” Sib. Math. J. 42 (2), 245–270 (2001) [transl. from Sib. Mat. Zh. 42 (2), 289–317 (2001)].
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