Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. II. (English. Ukrainian original) Zbl 0842.60045

Sil’vestrov, D. S.; Abadov, Z. A.

Theory Probab. Math. Stat. 48, 125-130 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 175-183 (1993).

Summary: This is the second part of [Theory Probab. Math. Stat. 45, 105-120 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 108-127 (1991; Zbl 0834.60085)]; we use the notation and continue the numeration adopted therein. The main body of the present paper is devoted to uniform expansions for distributions of entry moments in the normal region and the region of large deviations.

MSC:

60G50	Sums of independent random variables; random walks
60J05	Discrete-time Markov processes on general state spaces

Keywords:

uniform expansions; large deviations

Citations:

Zbl 0834.60085