Aliyev, Soltan A.; Abadov, Zakir A. A new approach for studying asymptotics of exponential moments of sums of random variables, connected in Markov chain. I. (English) Zbl 1161.60326 Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 27, No. 7, Math. Mech., 17-32 (2007). MSC: 60J10 47N30 PDFBibTeX XMLCite \textit{S. A. Aliyev} and \textit{Z. A. Abadov}, Trans. Natl. Acad. Sci. Azerb., Ser. Phys.-Tech. Math. Sci. 27, No. 7, Math. Mech., 17--32 (2007; Zbl 1161.60326)
Sil’vestrov, D. S.; Abadov, Z. A. 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 Theory Probab. Math. Stat. 48, 125-130 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 175-183 (1993). MSC: 60G50 60J05 PDFBibTeX XMLCite \textit{D. S. Sil'vestrov} and \textit{Z. A. Abadov}, Theory Probab. Math. Stat. 48, 1 (1993; Zbl 0842.60045); translation from Teor. Jmovirn. Mat. Stat. 48, 175--183 (1993)
Sil’vestrov, D. S.; Abadov, Z. A. Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. I. (English. Russian original) Zbl 0834.60085 Theory Probab. Math. Stat. 45, 105-120 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 108-127 (1991). MSC: 60J27 60G50 PDFBibTeX XMLCite \textit{D. S. Sil'vestrov} and \textit{Z. A. Abadov}, Theory Probab. Math. Stat. 45, 1 (1991; Zbl 0834.60085); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 108--127 (1991)
Sil’vestrov, D. S.; Abadov, Z. A. Asymptotics for exponential moments of sums of random values determined on exponentially ergodic Markov chains. (Russian. English summary) Zbl 0535.60056 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1984, No. 4, 23-25 (1984). MSC: 60J10 PDFBibTeX XMLCite \textit{D. S. Sil'vestrov} and \textit{Z. A. Abadov}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1984, No. 4, 23--25 (1984; Zbl 0535.60056)