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This article is cited in 1 scientific paper (total in 1 paper)
On estimates and the asymptotic behavior of the probability of nonintersection of moving boundaries by sums of independent random variables
A. A. Novikov
Abstract:
This paper studies estimates and the asymptotic behavior as $n\to\infty$ for the probabilities $\mathbf P\{|S_k|\leqslant f(k),\,m\leqslant k\leqslant n\}$ and $\mathbf P\{S_k\geqslant g(k), \,m\leqslant k\leqslant n\}$, where $S_n=\sum_{k=1}^n\xi_k$, the $\xi_k$ being independent
identically distributed random variables with mean zero, and $f(n)$ and $g(n)$ are nonrandom functions. Under certain restrictions on the boundaries $f(n)$ and $g(n)$ logarithmic asymptotes of these probabilities are found in the case when the $\xi_k$ satisfy (respectively) a two-sided or a one-sided Cramér condition. The method is based on an absolutely continuous
substitution for the original probability measure.
Bibliography: 18 titles.
Received: 05.07.1979
Citation:
A. A. Novikov, “On estimates and the asymptotic behavior of the probability of nonintersection of moving boundaries by sums of independent random variables”, Math. USSR-Izv., 17:1 (1981), 129–145
Linking options:
https://www.mathnet.ru/eng/im1858https://doi.org/10.1070/IM1981v017n01ABEH001324 https://www.mathnet.ru/eng/im/v44/i4/p868
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| Abstract page: | 764 | | Russian version PDF: | 144 | | English version PDF: | 64 | | References: | 120 | | First page: | 2 |
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