Borovkov, A. A.; Mogulskii, A. A.; Prokopenko, E. I. Properties of the deviation rate function and the asymptotics for the Laplace transform of the distribution of a compound renewal process. (English. Russian original) Zbl 1432.60080 Theory Probab. Appl. 64, No. 4, 499-512 (2020); translation from Teor. Veroyatn. Primen. 64, No. 4, 625-641 (2019). MSC: 60K05 60F10 PDF BibTeX XML Cite \textit{A. A. Borovkov} et al., Theory Probab. Appl. 64, No. 4, 499--512 (2020; Zbl 1432.60080); translation from Teor. Veroyatn. Primen. 64, No. 4, 625--641 (2019) Full Text: DOI
Lyu, Yangyang Precise high moment asymptotics for parabolic Anderson model with log-correlated Gaussian field. (English) Zbl 1439.60030 Stat. Probab. Lett. 158, Article ID 108662, 12 p. (2020). MSC: 60F10 60G15 60G57 PDF BibTeX XML Cite \textit{Y. Lyu}, Stat. Probab. Lett. 158, Article ID 108662, 12 p. (2020; Zbl 1439.60030) Full Text: DOI arXiv
Pan, Yuqing; Borovkov, Konstantin A. The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem. (English) Zbl 1427.60050 Adv. Appl. Probab. 51, No. 3, 835-864 (2019). MSC: 60F10 60K35 60G50 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{K. A. Borovkov}, Adv. Appl. Probab. 51, No. 3, 835--864 (2019; Zbl 1427.60050) Full Text: DOI
Chen, Zhen-Qing; Fang, Shizan; Zhang, Tusheng Small time asymptotics for Brownian motion with singular drift. (English) Zbl 1447.60093 Proc. Am. Math. Soc. 147, No. 8, 3567-3578 (2019). MSC: 60H15 93E20 35R60 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Proc. Am. Math. Soc. 147, No. 8, 3567--3578 (2019; Zbl 1447.60093) Full Text: DOI arXiv
Li, Qiong; Gao, Xin; Massam, Hélène Approximate Bayesian estimation in large coloured graphical Gaussian models. (English. French summary) Zbl 07193327 Can. J. Stat. 46, No. 1, 176-203 (2018). MSC: 62H12 62F15 62F12 PDF BibTeX XML Cite \textit{Q. Li} et al., Can. J. Stat. 46, No. 1, 176--203 (2018; Zbl 07193327) Full Text: DOI
Lipshutz, David Exit time asymptotics for small noise stochastic delay differential equations. (English) Zbl 1410.60055 Discrete Contin. Dyn. Syst. 38, No. 6, 3099-3138 (2018). MSC: 60H10 60F10 34K50 60J25 PDF BibTeX XML Cite \textit{D. Lipshutz}, Discrete Contin. Dyn. Syst. 38, No. 6, 3099--3138 (2018; Zbl 1410.60055) Full Text: DOI arXiv
Nyquist, Pierre Moderate deviation principles for importance sampling estimators of risk measures. (English) Zbl 1400.60041 J. Appl. Probab. 54, No. 2, 490-506 (2017). MSC: 60F10 65C05 62F12 62P05 PDF BibTeX XML Cite \textit{P. Nyquist}, J. Appl. Probab. 54, No. 2, 490--506 (2017; Zbl 1400.60041) Full Text: DOI
Lehtomaa, Jaakko Large deviations of means of heavy-tailed random variables with finite moments of all orders. (English) Zbl 1400.60031 J. Appl. Probab. 54, No. 1, 66-81 (2017). MSC: 60E15 60F10 62G32 60E05 PDF BibTeX XML Cite \textit{J. Lehtomaa}, J. Appl. Probab. 54, No. 1, 66--81 (2017; Zbl 1400.60031) Full Text: DOI
Gao, Fuqing Long time asymptotics of unbounded additive functionals of Markov processes. (English) Zbl 1386.60101 Electron. J. Probab. 22, Paper No. 94, 21 p. (2017). MSC: 60F10 60J55 60H10 47A55 PDF BibTeX XML Cite \textit{F. Gao}, Electron. J. Probab. 22, Paper No. 94, 21 p. (2017; Zbl 1386.60101) Full Text: DOI Euclid
Masuda, H.; Shimizu, Y. Moment convergence in regularized estimation under multiple and mixed-rates asymptotics. (English) Zbl 1380.62082 Math. Methods Stat. 26, No. 2, 81-110 (2017). MSC: 62E20 62M05 62F12 62M40 60J60 PDF BibTeX XML Cite \textit{H. Masuda} and \textit{Y. Shimizu}, Math. Methods Stat. 26, No. 2, 81--110 (2017; Zbl 1380.62082) Full Text: DOI
Liu, Hui; Sun, Chengfeng On the small time asymptotics of stochastic non-Newtonian fluids. (English) Zbl 1362.60025 Math. Methods Appl. Sci. 40, No. 4, 1139-1152 (2017). MSC: 60F10 60H15 35R60 35Q30 76A05 PDF BibTeX XML Cite \textit{H. Liu} and \textit{C. Sun}, Math. Methods Appl. Sci. 40, No. 4, 1139--1152 (2017; Zbl 1362.60025) Full Text: DOI
Kumar, Rohini; Popovic, Lea Large deviations for multi-scale jump-diffusion processes. (English) Zbl 1358.60047 Stochastic Processes Appl. 127, No. 4, 1297-1320 (2017); corrigendum ibid. 128, No. 12, 4326-4329 (2018). MSC: 60F10 60J75 49L25 PDF BibTeX XML Cite \textit{R. Kumar} and \textit{L. Popovic}, Stochastic Processes Appl. 127, No. 4, 1297--1320 (2017; Zbl 1358.60047) Full Text: DOI arXiv
Gulisashvili, Archil; Teichmann, Josef The Gärtner-Ellis theorem, homogenization, and affine processes. (English) Zbl 1418.91616 Friz, Peter K. (ed.) et al., Large deviations and asymptotic methods in finance. Cham: Springer. Springer Proc. Math. Stat. 110, 287-320 (2015). MSC: 91G80 60F10 91B70 35K08 60G99 PDF BibTeX XML Cite \textit{A. Gulisashvili} and \textit{J. Teichmann}, Springer Proc. Math. Stat. 110, 287--320 (2015; Zbl 1418.91616) Full Text: DOI arXiv
Chen, Yang Precise large deviation for randomly weighted sums of widely dependent random variables with heavy tails. (Chinese. English summary) Zbl 1299.60021 J. Suzhou Univ. Sci. Technol., Nat. Sci. 30, No. 4, 8-14 (2013). MSC: 60F10 PDF BibTeX XML Cite \textit{Y. Chen}, J. Suzhou Univ. Sci. Technol., Nat. Sci. 30, No. 4, 8--14 (2013; Zbl 1299.60021)
Liu, Wei; Röckner, Michael; Zhu, Xiang-Chan Large deviation principles for the stochastic quasi-geostrophic equations. (English) Zbl 1291.60133 Stochastic Processes Appl. 123, No. 8, 3299-3327 (2013). MSC: 60H15 60F10 35K55 35Q86 PDF BibTeX XML Cite \textit{W. Liu} et al., Stochastic Processes Appl. 123, No. 8, 3299--3327 (2013; Zbl 1291.60133) Full Text: DOI arXiv
Forrester, Peter J. Asymptotics of spacing distributions at the hard edge for \(\beta\)-ensembles. (English) Zbl 1280.15019 Random Matrices Theory Appl. 2, No. 2, Article ID 1350002, 21 p. (2013). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 33B15 60B20 15A18 60F10 PDF BibTeX XML Cite \textit{P. J. Forrester}, Random Matrices Theory Appl. 2, No. 2, Article ID 1350002, 21 p. (2013; Zbl 1280.15019) Full Text: DOI
Sunada, Toshikazu; Tate, Tatsuya Asymptotic behavior of quantum walks on the line. (English) Zbl 1241.82042 J. Funct. Anal. 262, No. 6, 2608-2645 (2012). MSC: 82B10 81S25 82B41 PDF BibTeX XML Cite \textit{T. Sunada} and \textit{T. Tate}, J. Funct. Anal. 262, No. 6, 2608--2645 (2012; Zbl 1241.82042) Full Text: DOI arXiv
Feng, Jin; Forde, Martin; Fouque, Jean-Pierre Short-maturity asymptotics for a fast mean-reverting Heston stochastic volatility model. (English) Zbl 1203.91321 SIAM J. Financ. Math. 1, 126-141 (2010). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 91G80 60F10 91G20 PDF BibTeX XML Cite \textit{J. Feng} et al., SIAM J. Financ. Math. 1, 126--141 (2010; Zbl 1203.91321) Full Text: DOI
Xu, Tiange; Zhang, Tusheng On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations. (English) Zbl 1196.60119 Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 4, 1002-1019 (2009). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60F10 35Q30 PDF BibTeX XML Cite \textit{T. Xu} and \textit{T. Zhang}, Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 4, 1002--1019 (2009; Zbl 1196.60119) Full Text: DOI EuDML
Forde, Martin; Jacquier, Antoine Small-time asymptotics for implied volatility under the Heston model. (English) Zbl 1203.91290 Int. J. Theor. Appl. Finance 12, No. 6, 861-876 (2009). MSC: 91G20 91G70 60F10 60H30 PDF BibTeX XML Cite \textit{M. Forde} and \textit{A. Jacquier}, Int. J. Theor. Appl. Finance 12, No. 6, 861--876 (2009; Zbl 1203.91290) Full Text: DOI
Fleischmann, Klaus; Wachtel, Vitali On the left tail asymptotics for the limit law of supercritical Galton-Watson processes in the Böttcher case. (English) Zbl 1175.60075 Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 1, 201-225 (2009). Reviewer: Valentin Topchii (Omsk) MSC: 60J80 60F10 PDF BibTeX XML Cite \textit{K. Fleischmann} and \textit{V. Wachtel}, Ann. Inst. Henri Poincaré, Probab. Stat. 45, No. 1, 201--225 (2009; Zbl 1175.60075) Full Text: DOI EuDML
Fleischmann, Klaus; Mörters, Peter; Wachtel, Vitali Moderate deviations for a random walk in random scenery. (English) Zbl 1157.60020 Stochastic Processes Appl. 118, No. 10, 1768-1802 (2008). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60F10 60K37 PDF BibTeX XML Cite \textit{K. Fleischmann} et al., Stochastic Processes Appl. 118, No. 10, 1768--1802 (2008; Zbl 1157.60020) Full Text: DOI arXiv
Jiang, Tao Large-deviation probabilities for maxima of sums of subexponential random variables with application to finite-time ruin probabilities. (English) Zbl 1149.91037 Sci. China, Ser. A 51, No. 7, 1257-1265 (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G70 62P05 PDF BibTeX XML Cite \textit{T. Jiang}, Sci. China, Ser. A 51, No. 7, 1257--1265 (2008; Zbl 1149.91037) Full Text: DOI
Budhiraja, Amarjit; Dupuis, Paul; Maroulas, Vasileios Large deviations for infinite dimensional stochastic dynamical systems. (English) Zbl 1155.60024 Ann. Probab. 36, No. 4, 1390-1420 (2008). Reviewer: Dirk Blömker (Augsburg) MSC: 60H15 60F10 37L55 PDF BibTeX XML Cite \textit{A. Budhiraja} et al., Ann. Probab. 36, No. 4, 1390--1420 (2008; Zbl 1155.60024) Full Text: DOI arXiv
Lebeau, Gilles Geometric Fokker-Planck equations. (English) Zbl 1087.58016 Port. Math. (N.S.) 62, No. 4, 469-530 (2005). Reviewer: Dian K. Palagachev (Bari) MSC: 58J35 58J30 35H10 PDF BibTeX XML Cite \textit{G. Lebeau}, Port. Math. (N.S.) 62, No. 4, 469--530 (2005; Zbl 1087.58016) Full Text: EuDML
Brummelhuis, Raymond; Guégan, Dominique Multiperiod conditional distribution functions for conditionally normal GARCH(1, 1) models. (English) Zbl 1084.62087 J. Appl. Probab. 42, No. 2, 426-445 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62E17 62P05 62E20 91B28 PDF BibTeX XML Cite \textit{R. Brummelhuis} and \textit{D. Guégan}, J. Appl. Probab. 42, No. 2, 426--445 (2005; Zbl 1084.62087) Full Text: DOI
Ozturk, Ozcan; Mazumdar, Ravi R.; Likhanov, Nikolay Many sources asymptotics for networks with small buffers. (English) Zbl 1056.90036 Queueing Syst. 46, No. 1-2, 129-147 (2004). MSC: 90B22 PDF BibTeX XML Cite \textit{O. Ozturk} et al., Queueing Syst. 46, No. 1--2, 129--147 (2004; Zbl 1056.90036) Full Text: DOI
Mandjes, Michel A note on the benefits of buffering. (English) Zbl 1041.60071 Stoch. Models 20, No. 1, 43-53 (2004). Reviewer: Evsei Morozov (Petrozavodsk) MSC: 60K25 PDF BibTeX XML Cite \textit{M. Mandjes}, Stoch. Models 20, No. 1, 43--53 (2004; Zbl 1041.60071) Full Text: DOI
Borst, Sem; Mandjes, Michel; van Uitert, Miranda Generalized processor sharing queues with heterogeneous traffic classes. (English) Zbl 1064.60183 Adv. Appl. Probab. 35, No. 3, 806-845 (2003). Reviewer: Pablo A. Ferrari (São Paulo) MSC: 60K25 68M20 90B18 90B22 PDF BibTeX XML Cite \textit{S. Borst} et al., Adv. Appl. Probab. 35, No. 3, 806--845 (2003; Zbl 1064.60183) Full Text: DOI
Duffy, Ken; Lewis, John T.; Sullivan, Wayne G. Logarithmic asymptotics for the supremum of a stochastic process. (English) Zbl 1032.60025 Ann. Appl. Probab. 13, No. 2, 430-445 (2003). Reviewer: O.K.Zakusilo (Kyïv) MSC: 60F10 60K25 PDF BibTeX XML Cite \textit{K. Duffy} et al., Ann. Appl. Probab. 13, No. 2, 430--445 (2003; Zbl 1032.60025) Full Text: DOI
Márquez-Carreras, David; Sarrà, Mònica Behaviour of the density in perturbed SPDE’s with spatially correlated noise. (English) Zbl 1030.60053 Bull. Sci. Math. 127, No. 4, 348-367 (2003). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H07 60H30 35R60 58J37 PDF BibTeX XML Cite \textit{D. Márquez-Carreras} and \textit{M. Sarrà}, Bull. Sci. Math. 127, No. 4, 348--367 (2003; Zbl 1030.60053) Full Text: DOI
Lifshits, Mikhail; Nazarov, Alexander; Nikitin, Yakov Tail behavior of anisotropic norms for Gaussian random fields. (English) Zbl 1023.60047 C. R., Math., Acad. Sci. Paris 336, No. 1, 85-88 (2003). MSC: 60G60 PDF BibTeX XML Cite \textit{M. Lifshits} et al., C. R., Math., Acad. Sci. Paris 336, No. 1, 85--88 (2003; Zbl 1023.60047) Full Text: DOI
van der Hofstad, Remco; Hooghiemstra, Gerard; Klok, Marten J. Large deviations for code division multiple access systems. (English) Zbl 1007.60009 SIAM J. Appl. Math. 62, No. 3, 1044-1065 (2002). Reviewer: Ludwig Paditz (Dresden) MSC: 60F10 94A05 60F17 11K06 94A11 94A12 PDF BibTeX XML Cite \textit{R. van der Hofstad} et al., SIAM J. Appl. Math. 62, No. 3, 1044--1065 (2002; Zbl 1007.60009) Full Text: DOI
Mandjes, Michel; Borst, Sem Overflow behavior in queues with many long-tailed inputs. (English) Zbl 0987.60094 Adv. Appl. Probab. 32, No. 4, 1150-1167 (2000). Reviewer: C.C.Heyde (Canberra) MSC: 60K25 68M20 90B18 90B22 PDF BibTeX XML Cite \textit{M. Mandjes} and \textit{S. Borst}, Adv. Appl. Probab. 32, No. 4, 1150--1167 (2000; Zbl 0987.60094) Full Text: DOI
Maslov, V. P.; Chebotarev, A. M. Logarithmic asymptotics of solutions of the large deviation problem for the Boltzmann equation with small transfer of momentum. (English. Russian original) Zbl 1027.35105 Math. Notes 64, No. 1, 63-81 (1998); translation from Mat. Zametki 64, No. 1, 73-94 (1998). MSC: 35Q35 45K05 35C20 82B40 PDF BibTeX XML Cite \textit{V. P. Maslov} and \textit{A. M. Chebotarev}, Math. Notes 64, No. 1, 63--81 (1998; Zbl 1027.35105); translation from Mat. Zametki 64, No. 1, 73--94 (1998) Full Text: DOI
Waddington, Simon Large deviation asymptotics for Anosov flows. (English) Zbl 0864.58038 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 13, No. 4, 445-484 (1996). Reviewer: I.Grosu (Iaşi) MSC: 37A99 37D99 37C25 PDF BibTeX XML Cite \textit{S. Waddington}, Ann. Inst. Henri Poincaré, Anal. Non Linéaire 13, No. 4, 445--484 (1996; Zbl 0864.58038) Full Text: DOI Numdam EuDML
Nagai, H. Bellman equations of risk-sensitive control. (English) Zbl 0856.93107 SIAM J. Control Optimization 34, No. 1, 74-101 (1996). Reviewer: M.Nisio (Osaka) MSC: 93E20 49L20 35K55 60F10 PDF BibTeX XML Cite \textit{H. Nagai}, SIAM J. Control Optim. 34, No. 1, 74--101 (1996; Zbl 0856.93107) Full Text: DOI
Veretennikov, A. Yu. On large deviations for diffusion processes with measurable coefficients. (English. Russian original) Zbl 0856.60034 Russ. Math. Surv. 50, No. 5, 977-987 (1995); translation from Usp. Mat. Nauk 50, No. 5, 135-146 (1995). Reviewer: Franco Flandoli (Pisa) MSC: 60F10 60J60 PDF BibTeX XML Cite \textit{A. Yu. Veretennikov}, Russ. Math. Surv. 50, No. 5, 977--987 (1995; Zbl 0856.60034); translation from Usp. Mat. Nauk 50, No. 5, 135--146 (1995) Full Text: DOI
Nagaev, A. V. Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families. (English) Zbl 0836.62007 Math. Methods Stat. 4, No. 3, 312-333 (1995). MSC: 62C10 PDF BibTeX XML Cite \textit{A. V. Nagaev}, Math. Methods Stat. 4, No. 3, 312--333 (1995; Zbl 0836.62007)
Kuelbs, James; Li, Wenbo V.; Linde, Werner The Gaussian measure of shifted balls. (English) Zbl 0792.60004 Probab. Theory Relat. Fields 98, No. 2, 143-162 (1994). Reviewer: J.Kuelbs MSC: 60B05 60B12 60F10 60G15 PDF BibTeX XML Cite \textit{J. Kuelbs} et al., Probab. Theory Relat. Fields 98, No. 2, 143--162 (1994; Zbl 0792.60004) Full Text: DOI
Kozlov, Serguei M.; Piatnitski, Andrei L. Effective diffusion for a parabolic operator with periodic potential. (English) Zbl 0805.35006 SIAM J. Appl. Math. 53, No. 2, 401-418 (1993). MSC: 35B27 35K15 PDF BibTeX XML Cite \textit{S. M. Kozlov} and \textit{A. L. Piatnitski}, SIAM J. Appl. Math. 53, No. 2, 401--418 (1993; Zbl 0805.35006) Full Text: DOI
Deheuvels, Paul Large deviations by Poisson approximations. (English) Zbl 0758.60023 J. Stat. Plann. Inference 32, No. 1, 75-88 (1992). Reviewer: J.Steinebach (Marburg) MSC: 60F10 62E20 PDF BibTeX XML Cite \textit{P. Deheuvels}, J. Stat. Plann. Inference 32, No. 1, 75--88 (1992; Zbl 0758.60023) Full Text: DOI
Borovkov, A. A.; Mogul’skiĭ, A. A. Large deviations and test of a statistical hypothesis. (Бол’шие уклонения и проверка статистических гипотез.) (Russian) Zbl 0758.62015 Trudy Instituta Matematiki. 19. Novosibirsk: Nauka. 222 pp. (1992). Reviewer: Aleksandras Plikusas (Vilnius) MSC: 62F05 62-02 60F10 60-02 62F15 PDF BibTeX XML Cite \textit{A. A. Borovkov} and \textit{A. A. Mogul'skiĭ}, Бол'шие уклонения и проверка статистических гипотез (Russian). Novosibirsk: Nauka (1992; Zbl 0758.62015)
Piterbarg, V. I.; Taran, V. Exact asymptotics for large deviation probabilities of normalized Brownian bridge with applications to empirical processes. (English) Zbl 0729.60021 Comput. Math. Appl. 22, No. 7, 85-91 (1991). MSC: 60F10 60J65 PDF BibTeX XML Cite \textit{V. I. Piterbarg} and \textit{V. Taran}, Comput. Math. Appl. 22, No. 7, 85--91 (1991; Zbl 0729.60021) Full Text: DOI
Nikitin, Ya. Yu. Local Chernoff efficiency of linear rank tests. (English) Zbl 0724.62047 Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith. 1989, Vol. II, 234-243 (1990). MSC: 62G20 62G10 60F10 PDF BibTeX XML
Cox, J. Theodore; Durrett, Richard Large deviations for independent random walks. (English) Zbl 0692.60028 Probab. Theory Relat. Fields 84, No. 1, 67-82 (1990). Reviewer: J.Steinebach MSC: 60F10 60G50 PDF BibTeX XML Cite \textit{J. T. Cox} and \textit{R. Durrett}, Probab. Theory Relat. Fields 84, No. 1, 67--82 (1990; Zbl 0692.60028) Full Text: DOI
Nikitin, Ya. Yu.; Saidou, Barry Asymptotic efficiency of Kolmogorov-Smirnov type symmetry tests in the case of a sample of random size. (English. Russian original) Zbl 0682.62032 J. Sov. Math. 44, No. 4, 516-521 (1989); translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 153, 122-128 (1986). MSC: 62G20 62G10 60F10 PDF BibTeX XML Cite \textit{Ya. Yu. Nikitin} and \textit{B. Saidou}, J. Sov. Math. 44, No. 4, 516--521 (1989; Zbl 0682.62032); translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 153, 122--128 (1986) Full Text: DOI
Sirazhdinov, S. Kh.; Mirakhmedov, Sh. A.; Ismatullaev, Sh. A. Deviation probabilities for randomized decomposable statistics in a polynomial scheme. (English. Russian original) Zbl 0662.60041 Sov. Math., Dokl. 36, 583-585 (1988); translation from Dokl. Akad. Nauk SSSR 297, 1062-1064 (1987). Reviewer: J.Steinebach MSC: 60F10 62E20 PDF BibTeX XML Cite \textit{S. Kh. Sirazhdinov} et al., Sov. Math., Dokl. 36, 583--585 (1988; Zbl 0662.60041); translation from Dokl. Akad. Nauk SSSR 297, 1062--1064 (1987)
Donsker, M. D.; Varadhan, S. R. S. Large deviations for noninteracting infinite-particle systems. (English) Zbl 0682.60020 J. Stat. Phys. 46, No. 5-6, 1195-1232 (1987). MSC: 60F10 60K35 81P20 PDF BibTeX XML Cite \textit{M. D. Donsker} and \textit{S. R. S. Varadhan}, J. Stat. Phys. 46, No. 5--6, 1195--1232 (1987; Zbl 0682.60020) Full Text: DOI
Maslov, V. P.; Chernykh, S. I. Global exact asymptotics of large deviations probabilities for diffusion and jump processes. (English) Zbl 0679.60039 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 641-649 (1987). Reviewer: J.Steinebach MSC: 60F10 60J60 60J75 PDF BibTeX XML
Dersch, E.; Steinebach, J. On improved versions of general Erdős-Rényi laws and large deviation asymptotics. (English) Zbl 0659.60054 Contributions to stochastics, Hon. 75-th Birthday W. Eberl sen., 38-49 (1987). Reviewer: A.M.Zapala MSC: 60F15 60F10 60G50 60K25 60K05 PDF BibTeX XML
Nikitin, Ya. Yu.; Scüdou, Barry On asymptotic efficiency of symmetry tests of Kolmogorov type for samples of random size. (Russian. English summary) Zbl 0612.62070 Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 153, 122-128 (1986). MSC: 62G20 62G10 PDF BibTeX XML Cite \textit{Ya. Yu. Nikitin} and \textit{B. Scüdou}, Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 153, 122--128 (1986; Zbl 0612.62070) Full Text: EuDML
Field, Christopher A. Summary of small sample size asymptotics for location estimates. (English) Zbl 0417.62022 Asymptotic statistics, Proc. 2nd Prague Symp. 1978, 173-179 (1979). MSC: 62F12 62E20 62F10 PDF BibTeX XML