scientific article; zbMATH DE number 16740

MaRDI QIDQ3973425zbMATH OpenFDO

Authors V. I. Piterbarg

Publication date 26 June 1992

zbMATH Keywords

large deviationsPoisson point processlattice distributionhigh excursions of trajectoriesGaussian-like processes

Mathematics Subject Classification ID

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

Recommendations

• Large deviations for trajectories of sums of independent random variables
• Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
• Large deviations from the almost everywhere central limit theorem
• Inequalities and principles of large deviations for the trajectories of processes with independent increments
• A central limit theorem for extreme sojourns of diffusion processes
• scientific article; zbMATH DE number 3854100

Cited in

(3)

• In the folds of the central limit theorem: Lévy walks, large deviations and higher-order anomalous diffusion
• Precise deviations results for the maxima of some determinantal point processes: the upper tail
• scientific article; zbMATH DE number 2058891 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3973425)