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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 4, Pages 840–846 (Mi tvp2910)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Probabilities of large deviations for the sums of functions of mixing sequences

V. T. Dubrovin, D. A. Moskvin

Kazan
Full-text PDF (361 kB) Citations (1)
Abstract: Let $a_1,a_2,\dots$ be a strictly stationary sequence of random variables satisfying Rosenblatt's mixing condition with coefficient $\alpha(k)\le Ae^{-\alpha k}$, $a,A>0$. We investigate, the probabilites of large deviations (of the order $o(n^{1/8}\ln^{-1}n)$) for the sums
$$ n^{-1/2}(\xi_{1s}+\dots+\xi_{ns}),\qquad\xi_{ks}=f_s(a_k,\dots,a_{k+s-1}),\qquad k=1,2,\dots, $$
where $s=s(n)$, $1\le s(n)\le\ln n$, $|\xi_{1s}|\le B<\infty$, $\mathbf E\xi_{1s}=0$,
$$ \lim_{n\to\infty}n^{-1}(\xi_{1s}+\dots+\xi_{ns})^2>0. $$
Received: 27.01.1977
English version:
Theory of Probability and its Applications, 1980, Volume 24, Issue 4, Pages 838–845
DOI: https://doi.org/10.1137/1124098
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. T. Dubrovin, D. A. Moskvin, “Probabilities of large deviations for the sums of functions of mixing sequences”, Teor. Veroyatnost. i Primenen., 24:4 (1979), 840–846; Theory Probab. Appl., 24:4 (1980), 838–845
Citation in format AMSBIB
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\by V.~T.~Dubrovin, D.~A.~Moskvin
\paper Probabilities of large deviations for the sums of functions of mixing sequences
\jour Teor. Veroyatnost. i Primenen.
\yr 1979
\vol 24
\issue 4
\pages 840--846
\mathnet{http://mi.mathnet.ru/tvp2910}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=550541}
\zmath{https://zbmath.org/?q=an:0441.60024|0416.60031}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 24
\issue 4
\pages 838--845
\crossref{https://doi.org/10.1137/1124098}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1979KW11900016}
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  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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