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

DOI10.1134/S0032946010020055zbMath1237.60012MaRDI QIDQ415717

V. R. Fatalov

Publication date: 9 May 2012

Published in: Problems of Information Transmission (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations

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