Exponential bounds for the probability deviations of sums of random fields

DOI10.1515/156939606778705218MaRDI QIDQ3431323zbMATH OpenOpenAlexFDO

Authors Orazgeldi Kurbanmuradov, Karl Sabelfeld

Publication date 10 April 2007

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939606778705218

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Monte Carlo methods (65C05)

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Cites work

• Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1428102 (Why is no real title available?)
• Statistical estimation of radiative flows in numerical solution of radiative-conductive heat transfer problems
• Uniform large and moderate deviations for functional empirical processes

Cited in

(6)

• The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables
• Vector Monte Carlo stochastic matrix-based algorithms for large linear systems
• Probability of large deviations of sums of random processes from Orlicz space
• scientific article; zbMATH DE number 3903652 (Why is no real title available?)
• scientific article; zbMATH DE number 4113678 (Why is no real title available?)
• An exponential inequality for orthomartingale difference random fields and some applications

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