Use this url to cite publication: https://hdl.handle.net/20.500.12259/48886
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Large-deviation theorems for sums of random variables connected in a Markov chain. I
Type of publication
Straipsnis Scopus duomenų bazėje / Article in Scopus database (S1b)
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
Date Issued
Date Issued |
---|
1998 |
Publisher
New York : Consultants Bureau
Is Referenced by
Extent
p. 348-359
Field of Science
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.
Type of document
type::text::journal::journal article::research article
Language
Anglų / English (en)
Coverage Spatial
Jungtinės Amerikos Valstijos / United States of America (US)
ISSN (of the container)
0363-1672
Other Identifier(s)
VDU02-000013522