The following pages link to (Q5683479):
Displayed 15 items.
- Estimates of cumulants and centered moments of mixing stochastic processes (Q751021) (← links)
- Uniform bound for asymptotic normality of discounted \(m\)-dependent random variables using Heinrich's method (Q847912) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- An almost-Markov-type mixing condition and large deviations for Boolean models on the line (Q996736) (← links)
- Convergence of moment characteristics of sums of Markov-chain-connected random elements (Q1138287) (← links)
- Large deviations for estimates of spectrum of stationary series (Q1146487) (← links)
- Asymptotic expansion of densities of the maxima of sums of random variables. Large deviations (Q1146930) (← links)
- Large-deviation theorems for sums of dependent random variables. I (Q1149173) (← links)
- Limit theorems for weakly dependent random variables (Q1158879) (← links)
- Estimate of the remainder term in the limit theorem for denominators of continued fractions (Q1169000) (← links)
- Factorization of the characteristic function of a sum of dependent random variables (Q1171324) (← links)
- Local limit theorems for the probability of large deviations for the maximum of sums of independent random variables (Q1260426) (← links)
- Invariance principle for nonhomogeneous Markov chains (Q1260430) (← links)
- A method for the derivation of limit theorems for sums of m-dependent random variables (Q3954584) (← links)