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Mathematics of the USSR-Izvestiya, 1981, Volume 17, Issue 1, Pages 129–145
DOI: https://doi.org/10.1070/IM1981v017n01ABEH001324
(Mi im1858)
 

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
References:
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
Bibliographic databases:
UDC: 519.2
MSC: Primary 60G50, 60G40, 60J50; Secondary 41A60
Language: English
Original paper language: Russian
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
Citation in format AMSBIB
\Bibitem{Nov80}
\by A.~A.~Novikov
\paper On estimates and the asymptotic behavior of the probability of non\-in\-ter\-section of moving boundaries by sums of independent random variables
\jour Math. USSR-Izv.
\yr 1981
\vol 17
\issue 1
\pages 129--145
\mathnet{http://mi.mathnet.ru/eng/im1858}
\crossref{https://doi.org/10.1070/IM1981v017n01ABEH001324}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=587341}
\zmath{https://zbmath.org/?q=an:0464.60052|0451.60024}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1981MW12300006}
Linking options:
  • https://www.mathnet.ru/eng/im1858
  • https://doi.org/10.1070/IM1981v017n01ABEH001324
  • https://www.mathnet.ru/eng/im/v44/i4/p868
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
    Statistics & downloads:
    Abstract page:764
    Russian version PDF:144
    English version PDF:64
    References:120
    First page:2
     
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