On Large Deviations, I

DOI10.1137/S0040585X9797732XMaRDI QIDQ4510005zbMATH OpenFDO

Authors Serguey Victorovich Zhulenev

Publication date 19 October 2000

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

Full work available at URL https://doi.org/10.1137/S0040585X9797732X

zbMATH Keywords

generalized Cramér transformindependent nonidentically distributed summandsnonasymptotic large deviation problem

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(8)

• Large deviation estimates involving deformed exponential functions
• Comment on ``Towards a large deviation theory for strongly correlated systems
• Large deviations. The simplest case.
• Optimal investment and asymmetric risk: a large deviations approach
• Large deviations theorems for optimal investment problems with large portfolios
• Cramér Asymptotics in a System with Slow and Fast Markovian Motions
• On Large Deviations, II
• On the large deviation principle for the almost sure CLT.

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