Exponential bounds for the probability deviations of sums of random fields

DOI10.1515/156939606778705218zbMath1112.60018OpenAlexW2062025562MaRDI QIDQ3431323

K. K. Sabel'fel'd, Orazgeldi Kurbanmuradov

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

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

Related Items (3)

Vector Monte Carlo stochastic matrix-based algorithms for large linear systems ⋮ The Banach spaces $\mathbf {F}_\psi (\Omega )$ of random variables ⋮ Probability of large deviations of sums of random processes from Orlicz space

Cites Work

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• Discrete-stochastic procedures for the global estimation of an integral which depends on a parameter
• Uniform large and moderate deviations for functional empirical processes
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Statistical estimation of radiative flows in numerical solution of radiative-conductive heat transfer problems

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