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Found 8,560 Documents (Results 1–100)

Moderate deviation principles for the trajectories of inhomogeneous random walks. (English. Russian original) Zbl 07658745

Sib. Math. J. 64, No. 1, 111-127 (2023); translation from Sib. Mat. Zh. 64, No. 1, 133-151 (2023).
MSC:  60G50 60F10
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Some limit theorems for large deviations of sums of independent random variables with common distribution function from the domain of normal attraction of a stable distribution. (English. Russian original) Zbl 07654800

J. Math. Sci., New York 268, No. 5, 693-703 (2022); translation from Zap. Nauchn. Semin. POMI 495, 250-266 (2020).
MSC:  60F10 60E07
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Algorithm for robustness estimation of large deviations in linear discrete-time systems. (English) Zbl 07627170

Gusikhin, Oleg (ed.) et al., Informatics in control, automation and robotics. 17th international conference, ICINCO 2020, Lieusaint, Paris, France, July 7–9, 2020. Revised selected papers. Cham: Springer. Lect. Notes Electr. Eng. 793, 569-583 (2022).
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Finite Markov chains coupled to general Markov processes and an application to metastability. II. (English) Zbl 07616574

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 309-337 (2022).
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Finite Markov chains coupled to general Markov processes and an application to metastability. I. (English) Zbl 07616573

Yin, George (ed.) et al., Stochastic analysis, filtering, and stochastic optimization. A commemorative volume to honor Mark H. A. Davis’s contributions. Cham: Springer. 293-307 (2022).
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Large deviations of a sum of independent random variables with distributions with rapidly decreasing tails. (English. Russian original) Zbl 1498.60111

Theory Probab. Appl. 67, No. 3, 363-374 (2022); translation from Teor. Veroyatn. Primen. 67, No. 3, 456-470 (2022).
MSC:  60F10 60G50
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Doob decomposition, Dirichlet processes, and entropies on Wiener space. (English) Zbl 1497.60065

Chen, Zhen-Qing (ed.) et al., Dirichlet forms and related topics, in honor of Masatoshi Fukushima’s beiju, IWDFRT 2022, Osaka, Japan, August 22–26,2022. Singapore: Springer. Springer Proc. Math. Stat. 394, 119-141 (2022).
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Asymptotical local probabilities of lower deviations for branching process in random environment with geometric distributions of descendants. (English. Russian original) Zbl 07600137

Discrete Math. Appl. 32, No. 5, 313-323 (2022); translation from Diskretn. Mat. 32, No. 3, 24-37 (2020).
MSC:  60-XX 62-XX
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