Probabilities of large deviations on Borel sets

DOI10.1007/BF01850678MaRDI QIDQ801374zbMATH OpenFDO

Authors L. V. Rozovsky

Publication date 1984

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01850678

zbMATH Keywords

large deviation of partial sums of independent vectorssequences of Borel sets

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Large deviations (60F10)

Review text

Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 130, 157-166 (Russian) (1983; Zbl 0528.60026).

Cites work

• Asymptotic expansions for probabilities of large deviations
• scientific article; zbMATH DE number 3744212 (Why is no real title available?)
• scientific article; zbMATH DE number 3592681 (Why is no real title available?)
• Multidimensional Limit Theorems for Large Deviations

Cited in

(1)

• Events of Borel sets, construction of Borel sets and random variables for stochastic finance

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