Pages that link to "Item:Q5564830"

The following pages link to Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces (Q5564830):

Displaying 38 items.

• Inequalities and principles of large deviations for the trajectories of processes with independent increments (Q350842) (← links)
• On large deviation principles in metric spaces (Q542179) (← links)
• Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks (Q642075) (← links)
• Large deviations for a simple closed queueing model (Q688643) (← links)
• Second term of the logarithmic asymptotics of path integrals (Q762634) (← links)
• Large deviations principle for white noise distributions with growth condition (Q826736) (← links)
• How large delays build up in a GI/G/1 queue (Q910109) (← links)
• Large deviations and stochastic homogenization (Q1108658) (← links)
• Large deviations and asymptotic efficiency of statistics of integral type. I (Q1168667) (← links)
• Hodges-Lehmann and Chernoff efficiencies of linear rank statistics (Q1193962) (← links)
• Action functional for diffusions in discontinuous media (Q1203942) (← links)
• Large deviations in partial sums of \(U\)-processes in stronger topologies (Q1265960) (← links)
• Functional Erdős-Rényi laws for semiexponential random variables (Q1307489) (← links)
• Large deviations for trajectories of sums of independent random variables (Q1314304) (← links)
• A functional limit theorem for Erdős and Rényi's law of large numbers (Q1326284) (← links)
• Large deviations for vector-valued Lévy processes (Q1332318) (← links)
• Large deviations for empirical probability measures and statistical tests (Q1336089) (← links)
• The method of stochastic exponentials for large deviations (Q1343593) (← links)
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks (Q1358014) (← links)
• A probability inequality for obtaining lower bounds in the large deviation principle (Q1358024) (← links)
• Large deviations for Poisson random measures and processes with independent increments (Q1613583) (← links)
• Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
• Large deviations: From empirical mean and measure to partial sums process (Q1893860) (← links)
• On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle (Q1921795) (← links)
• Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
• On the existence conditions for exact large deviation principles (Q2071583) (← links)
• Large deviations for Markov jump processes in periodic and locally periodic environments (Q2108902) (← links)
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line (Q2190985) (← links)
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
• Large deviation principles for the finite-dimensional distributions of compound renewal processes (Q2352661) (← links)
• The extended large deviation principle for a process with independent increments (Q2400742) (← links)
• Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
• Large deviations for the time-integrated negative parts of some processes (Q2475424) (← links)
• First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
• On probabilities of small deviations for stochastic processes (Q2639407) (← links)
• Moderate deviation principles for the trajectories of inhomogeneous random walks (Q2687464) (← links)
• Large Deviation Principles for Trajectories of Compound Renewal Processes. I (Q2811891) (← links)
• Large deviations for risk processes with reinsurance (Q5754682) (← links)