A Problem on Large Deviations in a Space of Trajectories

DOI10.1137/1126006zbMath0473.60034OpenAlexW2079381870MaRDI QIDQ3927971

Iosif Pinelis

Publication date: 1981

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1126006

zbMATH Keywords

tail probabilitiesasymptotical behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (6)

The time until the final zero crossing of random sums with application to nonparametric bandit theory ⋮ Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes ⋮ Sample path large deviations in finer topologies ⋮ Exact converses to a reverse AM-GM inequality, with applications to sums of independent random variables and (super)martingales ⋮ Disorder and denaturation transition in the generalized Poland-Scheraga model ⋮ Hidden regular variation for point processes and the single/multiple large point heuristic

This page was built for publication: A Problem on Large Deviations in a Space of Trajectories