Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces

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Previous article Next article Boundary-Value Problems for Random Walks and Large Deviations in Function SpacesA. A. BorovkovA. A. Borovkovhttps://doi.org/10.1137/1112074PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] A. A. Borovkov, Some results of the analysis of large deviations in boundary-value problems, Dokl. Akad. Nauk SSSR, 151 (1963), 247–250, (In Russian.) MR0153043 Google Scholar[2] A. A. Borovkov, Analysis of large deviations in boundary-value problems with arbitrary boundaries, Sibirsk. Mat. Ž., 5 (1964), 253–289, (In Russian.) MR0163342 Google Scholar[3] A. A. Borovkov, Analysis of large deviations in boundary-value problems with arbitrary boundaries. II, Sibirsk. Mat. Ž., 5 (1964), 750–767, (In Russian.) MR0166844 Google Scholar[4] Herman Chernoff, A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations, Ann. Math. Statistics, 23 (1952), 493–507 MR0057518 0048.11804 CrossrefGoogle Scholar[5] A. A. Borovkov, New limit theorems in boundary-value problems for sums of independent terms, Sibirsk. Mat. Ž., 3 (1962), 645–694, (In Russian.) MR0145568 Google Scholar[6] A. A. Borovkov and , B. A. Rogozin, On the multi-dimensional central limit theorem, Theory Prob. Applications, 10 (1965), 55–62 10.1137/1110005 LinkGoogle Scholar[7] A. A. Borovkov and , B. A. Rogozin, Boundary value problems for some two-dimensional random walks, Theory Prob. Applications, 9 (1964), 361–388 10.1137/1109055 LinkGoogle Scholar[8] I. N. Sanov, On the probability of large deviations of random magnitudes, Mat. Sb. N. S., 42 (84) (1957), 11–44, (In Russian.) MR0088087 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Chebyshev-Type Inequalities and Large Deviation PrinciplesA. A. Borovkov, A. V. Logachov, and A. A. 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