A problem on large deviations in a~space of trajectories
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 73-87
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			The paper deals with the probabilities of large deviations of the trajectories generated by the sums of independent identically distributed random variables with finite moments of the order greater than 2. No restrictions on the character of deviations are assumed.
For the case when the tail probabilities of summands change regularly we derive some results on the asymptotical behaviour of the probabilities of large deviations of trajectories.
			
            
            
            
          
        
      @article{TVP_1981_26_1_a5,
     author = {I. F. Pinelis},
     title = {A problem on large deviations in a~space of trajectories},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {73--87},
     publisher = {mathdoc},
     volume = {26},
     number = {1},
     year = {1981},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a5/}
}
                      
                      
                    I. F. Pinelis. A problem on large deviations in a~space of trajectories. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 73-87. http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a5/
