A Problem on Large Deviations in a Space of Trajectories

DOI10.1137/1126006MaRDI QIDQ3927971zbMATH OpenOpenAlexFDO

Authors 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

asymptotical behaviourtail probabilities

Mathematics Subject Classification ID

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

Cited in

(6)

• The time until the final zero crossing of random sums with application to nonparametric bandit theory
• Hidden regular variation for point processes and the single/multiple large point heuristic
• 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
• Tail asymptotics for delay in a half-loaded \(\mathrm{GI}/\mathrm{GI}/2\) queue with heavy-tailed job sizes

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