Please use this identifier to cite or link to this item:https://hdl.handle.net/20.500.12259/48886
Type of publication: Straipsnis kitose duomenų bazėse / Article in other databases (S4)
Field of Science: Matematika / Mathematics (N001)
Author(s): Padvelskis, Kazimieras;Statulevičius, Vytautas
Title: Large-deviation theorems for sums of random variables connected in a Markov chain. I
Is part of: Lithuanian mathematical journal. New York : Consultants Bureau, 1998, vol. 38, no. 4
Extent: p. 348-359
Date: 1998
Keywords: Large-deviation theorems;Markov chain;Cumulant method
Abstract: This paper is devoted to large-deviation probabilities for sums of random variables connected in a Markov chain. We prove large-deviation theorems using the cumulant method. To study the behavior of cumulants we propose a scheme for enlarging summands. The paper consists of two parts. In the first one, we state the main results and prove the properties of enlarged summands. In the second part, we estimate their moments, central moments, and cumulants and then use these estimates to prove the main results
Internet: http://link.springer.com/content/pdf/10.1007%2FBF02465819.pdf
http://link.springer.com/content/pdf/10.1007%2FBF02465819.pdf
Affiliation(s): Informatikos fakultetas
Matematikos ir statistikos katedra
Vytauto Didžiojo universitetas
Appears in Collections:Universiteto mokslo publikacijos / University Research Publications

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