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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 553–562 (Mi tvp3965)  
This article is cited in 27 scientific papers (total in 27 papers)

On the theory of large deviations

A. A. Pukhal'skii

Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (2258 kB) Citations (27)
Abstract: The similarity of the “large deviation principle, (DV1) and (DV2)” and the “weak convergence of probability measures” was used by the author in the earlier paper [9] to study the rough asymptotic behavior of large deviations by the techniques of the theory of weak convergence. This paper is a continuation of [9]. A simpler proof is given for one of the main results of [9] (“if a sequence of measures is exponentially tight, then it is relatively compact in the sense of large deviations”). The problem of large deviations for semimartingales is considered.
Keywords: rough asymptotic behavior of large deviations, weak convergence tightness of probability measures, Prokhorov's theorem, rate function, large deviations for semimartingales.
Received: 29.04.1991
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 490–497
DOI: https://doi.org/10.1137/1138045
Bibliographic databases:
Language: Russian
Citation: A. A. Pukhal'skii, “On the theory of large deviations”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 553–562; Theory Probab. Appl., 38:3 (1993), 490–497
Citation in format AMSBIB
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\paper On the theory of large deviations
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 553--562
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\zmath{https://zbmath.org/?q=an:0807.60036}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 490--497
\crossref{https://doi.org/10.1137/1138045}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993PJ74300008}
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    • This publication is cited in the following 27 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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