On large deviation principles for random walk trajectories. I
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 4, pp. 627-655 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2011_56_4_a2,
     author = {A. A. Borovkov and A. A. Mogul'skii},
     title = {On large deviation principles for random walk trajectories. {I}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {627--655},
     year = {2011},
     volume = {56},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a2/}
}
TY  - JOUR
AU  - A. A. Borovkov
AU  - A. A. Mogul'skii
TI  - On large deviation principles for random walk trajectories. I
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 627
EP  - 655
VL  - 56
IS  - 4
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a2/
LA  - ru
ID  - TVP_2011_56_4_a2
ER  - 
%0 Journal Article
%A A. A. Borovkov
%A A. A. Mogul'skii
%T On large deviation principles for random walk trajectories. I
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 627-655
%V 56
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a2/
%G ru
%F TVP_2011_56_4_a2
A. A. Borovkov; A. A. Mogul'skii. On large deviation principles for random walk trajectories. I. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 4, pp. 627-655. http://geodesic.mathdoc.fr/item/TVP_2011_56_4_a2/

[15] Borovkov A. A., Mogulskii A. A., “O printsipakh bolshikh uklonenii v metricheskikh prostranstvakh”, Cib. matem. zhurn., 51:6 (2010), 1251–1269 | MR | Zbl

[16] Borovkov A. A., “Granichnye zadachi dlya sluchainykh bluzhdanii i bolshie ukloneniya v funktsionalnykh prostranstvakh”, Teoriya veroyatn. i ee primen., 12:4 (1967), 635–654 | MR | Zbl

[17] Mogulskii A. A., “Bolshie ukloneniya dlya traektorii mnogomernykh sluchainykh bluzhdanii”, Teoriya veroyatn. i ee primen., 21:2 (1976), 309–323 | MR | Zbl

[18] Borovkov A. A., Mogulskii A. A., “Eksponentsialnye neravenstva chebyshevskogo tipa dlya summ sluchainykh vektorov i dlya traektorii sluchainykh bluzhdanii”, Teoriya veroyatn. i ee primen., 56:1 (2011), 3–29

[19] Varadhan S. R. S., Large Deviations and Applications, Philadelphia, SIAM, 1984, 75 pp. | MR

[20] Puhalskii A., Large Deviations and Idempotent Probability, Chapman Hall/CRC, Boca Raton, 2001, 500 pp. | MR | Zbl

[21] Varadhan S. R. S., “Large deviations”, Ann. Probab., 36:2 (2008), 397–419 | DOI | MR | Zbl

[22] Borovkov A. A., “Printsipy bolshikh uklonenii dlya sluchainykh bluzhdanii s pravilno menyayuschimisya raspredeleniyami skachkov”, Cib. matem. zhurn., 52:3 (2011), 512–521 | MR | Zbl

[23] Pukhalskii A. A., “K teorii bolshikh uklonenii”, Teoriya veroyatn. i ee primen., 38:3 (1993), 553–562 | MR | Zbl

[24] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1968, 496 pp.

[25] Borovkov A. A., Mogulskii A. A., Bolshie ukloneniya i proverka statisticheskikh gipotez, Nauka, Novosibirsk, 1992, 222 pp.

[26] Borovkov A. A., Teoriya veroyatnostei, Editorial URSS, M., 2009, 652 pp.

[27] Chernoff H., “A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations”, Ann. Math. Statist., 23:4 (1952), 493–507 | DOI | MR | Zbl

[28] Borovkov A. A., “Analiz bolshikh uklonenii v granichnykh zadachakh s proizvolnymi granitsami. I”, Sib. matem. zhurn., 5:2 (1964), 253–289 | MR | Zbl

[29] Gikhman I. I., Skorokhod A. V., Vvedenie v teoriyu sluchainykh protsessov, Nauka, M., 1965, 654 pp.

[30] Riss F., Sekefalvi-Nad B., Lektsii po funktsionalnomu analizu, IL, M., 1954, 499 pp.

[31] Borovkov A. A., Mogulskii A. A., “Svoistva funktsionala uklonenii ot traektorii, voznikayuschego pri analize veroyatnostei bolshikh uklonenii sluchainykh bluzhdanii”, Sib. matem. zhurn., 52:4 (2011), 777–795 | MR | Zbl

[32] Varadhan S. R. S., “Asymptotic probabilities and differential equations”, Comm. Pure Appl. Math., 19:3 (1966), 261–286 | DOI | MR | Zbl