Geodesic
On large deviation principles for random walk trajectories.  II
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 1, pp. 3-34 
A. A. Borovkov; A. A. Mogul'skii. On large deviation principles for random walk trajectories.  II. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 1, pp. 3-34. http://geodesic.mathdoc.fr/item/TVP_2012_57_1_a0/
@article{TVP_2012_57_1_a0,
     author = {A. A. Borovkov and A. A. Mogul'skii},
     title = {On large deviation principles for random walk trajectories. {~II}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {3--34},
     year = {2012},
     volume = {57},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_1_a0/}
}
TY  - JOUR
AU  - A. A. Borovkov
AU  - A. A. Mogul'skii
TI  - On large deviation principles for random walk trajectories.  II
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2012
SP  - 3
EP  - 34
VL  - 57
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_2012_57_1_a0/
LA  - ru
ID  - TVP_2012_57_1_a0
ER  - 
%0 Journal Article
%A A. A. Borovkov
%A A. A. Mogul'skii
%T On large deviation principles for random walk trajectories.  II
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2012
%P 3-34
%V 57
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_2012_57_1_a0/
%G ru
%F TVP_2012_57_1_a0

Voir la notice de l'article provenant de la source Math-Net.Ru

[1] Borovkov A. A., Mogulskii A. A., “Printsipy bolshikh uklonenii dlya traektorii sluchainykh bluzhdanii. I”, Teoriya veroyatn. i ee primen., 56:4 (2011), 627–655

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

[3] Borovkov A. A., Mogulskii A. A., “Veroyatnosti bolshikh uklonenii dlya summ nezavisimykh sluchainykh vektorov na granitse i vne kramerovskoi zony. I”, Teoriya veroyatn. i ee primen., 53:2 (2008), 336–344

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

[5] Borovkov A. A., Borovkov K. A., Asimptoticheskii analiz sluchainykh bluzhdanii, v. 1, Medlenno ubyvayuschie raspredeleniya skachkov, Fizmatlit, M., 2008, 652 pp.

[6] Skorokhod A. V., “Predelnye teoremy dlya sluchainykh protsessov”, Teoriya veroyatn. i ee primen., 1:3 (1956), 289–319 | Zbl

[7] Borovkov A. A., “Skhodimost raspredelenii funktsionalov ot sluchainykh protsessov”, Uspekhi matem. nauk, 27:1 (1972), 3–41 | MR | Zbl

[8] Gnedenko B. V., Kolmogorov A. N., Predelnye raspredeleniya dlya summ nezavisimykh sluchainykh velichin, Gostekhizdat, M.–L., 1949, 264 pp. | MR

[9] 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

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

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

[12] Mogulskii A. A., “Teorema razlozheniya dlya integrala uklonenii”, Sib. elektron. matem. izv. (to appear)

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