Large deviations for distributions of sums of random variables: Markov chain method

Вадим Роландович Фаталов

Type: Article

Publication Date: 2010-06-01

Citations: 6

DOI: https://doi.org/10.1134/s0032946010020055

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Works That Cite This (4)

Action	Title	Year	Authors
+	Exact asymptotics of probabilities of large deviations for Markov chains: the Laplace method	2011	Вадим Роландович Фаталов
+ PDF Chat	Эргодические средние при большом значении $T$ и точные асимптотики малых уклонений для многомерного винеровского процесса	2013	Вадим Роландович Фаталов Вадим Роландович Фаталов
+	Asymptotic Expansion for the Distribution Density Function of the Compound Poisson Process in Large Deviations	2016	Aurelija Kasparavičiūtė Dovilė Deltuvienė
+	Ergodic means for large values of $ T$ and exact asymptotics of small deviations for a multi-dimensional Wiener process	2013	Вадим Роландович Фаталов

Works Cited by This (33)

Action	Title	Year	Authors
+	Precise estimate for large deviation of Donsker-Varadhan type	1991	Shigeo Kusuoka Yozo Tamura
+ PDF Chat	A Laplace approximation for sums of independent random variables	1982	Anders Martin-L�f
+	Asymptotic probabilities and differential equations	1966	S. R. S. Varadhan
+ PDF Chat	Thermodynamic probability theory: some aspects of large deviations	1995	J. T. Lewis C. -E. Pfister
+ PDF Chat	Laplace approximations for sums of independent random vectors	2000	Shigeo Kusuoka Liang Song
+ PDF Chat	Laplace approximations for sums of independent random vectors	1986	Erwin Bolthausen
+	Asymptotic Theory of Large Deviations for Markov Chains	1998	Gilad Lerman Z. Schuss
+	Large deviations for Markov chains in the positive quadrant	2001	А. А. Боровков A. A. Mogulskiĭ
+ PDF Chat	Laplace Approximations for Large Deviations of Nonreversible Markov Processes. The Nondegenerate Case	1995	Erwin Bolthausen Jean‐Dominique Deuschel Yozo Tamura
+ PDF Chat	Essential spectral radius for Markov semigroups (I): discrete time case	2003	Liming Wu