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Found 263 Documents (Results 1–100)

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Borovkov, A. A.
Extension of the invariance principle for compound renewal processes to the zones of moderately large and small deviations. (English. Russian original) Zbl 1455.60118
Theory Probab. Appl. 65, No. 4, 511-526 (2021); translation from Teor. Veroyatn. Primen. 65, No. 4, 651-670 (2020).
MSC:  60K05 60F17 60F10
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\textit{A. A. Borovkov}, Theory Probab. Appl. 65, No. 4, 511--526 (2021; Zbl 1455.60118); translation from Teor. Veroyatn. Primen. 65, No. 4, 651--670 (2020)
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Rozovsky, L. V.
Small deviation probabilities for sums of independent positive random variables. (English. Russian original) Zbl 1454.60036
Vestn. St. Petersbg. Univ., Math. 53, No. 3, 295-307 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 435-452 (2020).
MSC:  60F05 60G50
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\textit{L. V. Rozovsky}, Vestn. St. Petersbg. Univ., Math. 53, No. 3, 295--307 (2020; Zbl 1454.60036); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 435--452 (2020)
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Neureither, Lara; Hartmann, Carsten
Time scales and exponential trend to equilibrium: Gaussian model problems. (English) Zbl 1442.82024
Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 391-410 (2019).
MSC:  82C31 60J60 60F10 65C40 65C05 60J22 49J55 35Q84 93E20
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\textit{L. Neureither} and \textit{C. Hartmann}, Springer Proc. Math. Stat. 282, 391--410 (2019; Zbl 1442.82024)
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Rozovsky, L. V.
Small deviation probabilities for a weighted sum of independent positive random variables with common distribution function that can decrease at zero fast enough. (English. Russian original) Zbl 1414.60032
Theory Probab. Appl. 63, No. 1, 155-163 (2018); translation from Teor. Veroyatn. Primen. 63, No. 1, 191-202 (2018).
MSC:  60G50 60F10
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 63, No. 1, 155--163 (2018; Zbl 1414.60032); translation from Teor. Veroyatn. Primen. 63, No. 1, 191--202 (2018)
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Fatalov, Vadim R.
Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for \(L^p\)-functionals. (English. Russian original) Zbl 1404.60045
Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018).
Reviewer: Oleg K. Zakusilo (Kyïv)
MSC:  60F25 60J25
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\textit{V. R. Fatalov}, Izv. Math. 82, No. 2, 377--406 (2018; Zbl 1404.60045); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140--171 (2018)
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Koroliuk, V. S.; Samoilenko, I. V.
Large deviations problem for random evolution processes. (English. Ukrainian original) Zbl 1357.60032
Theory Probab. Math. Stat. 93, 93-101 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 87-94 (2015).
MSC:  60F10 60G51 60J60 60J55 60F17 60G60 60-02
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\textit{V. S. Koroliuk} and \textit{I. V. Samoilenko}, Theory Probab. Math. Stat. 93, 93--101 (2016; Zbl 1357.60032); translation from Teor. Jmovirn. Mat. Stat. 93, 87--94 (2015)
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Rozovsky, L. V.
Probabilities of small deviations of the weighted sum of independent random variables with common distribution that decreases at zero not faster than a power. (English. Russian original) Zbl 1341.60021
J. Math. Sci., New York 214, No. 4, 540-545 (2016); translation from Zap. Nauchn. Semin. POMI 431, 178-185 (2014).
MSC:  60F99 60F10 60G50
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\textit{L. V. Rozovsky}, J. Math. Sci., New York 214, No. 4, 540--545 (2016; Zbl 1341.60021); translation from Zap. Nauchn. Semin. POMI 431, 178--185 (2014)
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Rozovsky, L. V.
Small deviations of probabilities for weighted sum of independent positive random variables with a common distribution that decreases at zero not faster than a power. (English. Russian original) Zbl 1334.60050
Theory Probab. Appl. 60, No. 1, 142-150 (2016); translation from Teor. Veroyatn. Primen. 60, No. 1, 178-186 (2015).
MSC:  60F99 60F10 60G50 26A12
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\textit{L. V. Rozovsky}, Theory Probab. Appl. 60, No. 1, 142--150 (2016; Zbl 1334.60050); translation from Teor. Veroyatn. Primen. 60, No. 1, 178--186 (2015)
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Mehrabian, Abbas; Wormald, Nick
It’s a small world for random surfers. (English) Zbl 1359.68022
Jansen, Klaus (ed.) et al., Approximation, randomization, and combinatorial optimization. Algorithms and techniques. Proceedings of the 17th international workshop on approximation algorithms for combinatorial optimization problems (APPROX 2014) and the 18th international workshop on randomization and computation (RANDOM 2014), Universitat Politècnica de Catalunya, Barcelona, Spain, September 4–6, 2014. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik (ISBN 978-3-939897-74-3). LIPIcs – Leibniz International Proceedings in Informatics 28, 857-871 (2014).
MSC:  68M11 05C82
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\textit{A. Mehrabian} and \textit{N. Wormald}, LIPIcs -- Leibniz Int. Proc. Inform. 28, 857--871 (2014; Zbl 1359.68022)
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Korolyuk, Volodymyr S.; Samoilenko, Igor V.
Large deviations for random evolutions in the scheme of asymptotically small diffusion. (English) Zbl 1322.60016
Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 203-219 (2014).
MSC:  60F10 60J60 60J25 60J65
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\textit{V. S. Korolyuk} and \textit{I. V. Samoilenko}, Springer Optim. Appl. 90, 203--219 (2014; Zbl 1322.60016)
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Fatalov, V. R.
Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\). (English. Russian original) Zbl 1321.60068
Probl. Inf. Transm. 50, No. 4, 371-389 (2014); translation from Probl. Peredachi Inf. 50, No. 4, 79-99 (2014).
MSC:  60F99 60F10 60G15 60J60
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\textit{V. R. Fatalov}, Probl. Inf. Transm. 50, No. 4, 371--389 (2014; Zbl 1321.60068); translation from Probl. Peredachi Inf. 50, No. 4, 79--99 (2014)
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Kiykovska, O. I.; Chabanyuk, Ya. M.
Random evolution in a scheme of asymptotically small diffusion with Markov switchings. (English. Russian original) Zbl 1308.60092
Cybern. Syst. Anal. 49, No. 2, 303-308 (2013); translation from Kibern. Sist. Anal. 2013, No. 2, 164-169 (2013).
Reviewer: Sophia L. Kalpazidou (Thessaloniki)
MSC:  60J60 60F10 60H10
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\textit{O. I. Kiykovska} and \textit{Ya. M. Chabanyuk}, Cybern. Syst. Anal. 49, No. 2, 303--308 (2013; Zbl 1308.60092); translation from Kibern. Sist. Anal. 2013, No. 2, 164--169 (2013)
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Frolov, A. N.
Limit theorems for small deviation probabilities of some iterated stochastic processes. (English. Russian original) Zbl 1282.60039
J. Math. Sci., New York 188, No. 6, 761-768 (2013); translation from Zap. Nauchn. Semin. POMI 396, 218-232 (2011).
Reviewer: Anatoli Mogulskij (Novosibirsk)
MSC:  60F99 60G07
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\textit{A. N. Frolov}, J. Math. Sci., New York 188, No. 6, 761--768 (2013; Zbl 1282.60039); translation from Zap. Nauchn. Semin. POMI 396, 218--232 (2011)
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Nikitin, Ya. Yu.; Pusev, R. S.
Exact small deviation asymptotics for some Brownian functionals. (English. Russian original) Zbl 1278.60072
Theory Probab. Appl. 57, No. 1, 60-81 (2013); translation from Teor. Veroyatn. Primen. 57, No. 1, 98-123 (2012).
Reviewer: Nikolai N. Leonenko (Cardiff)
MSC:  60G15 60G05 60J60 60F10
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\textit{Ya. Yu. Nikitin} and \textit{R. S. Pusev}, Theory Probab. Appl. 57, No. 1, 60--81 (2013; Zbl 1278.60072); translation from Teor. Veroyatn. Primen. 57, No. 1, 98--123 (2012)
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Rozovskii, L. V.
Small deviations of the maximal element of a sequence of weighted independent random variables. (English. Russian original) Zbl 1253.60033
Vestn. St. Petersbg. Univ., Math. 44, No. 2, 129-133 (2011); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 48-54 (2011).
MSC:  60F10
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\textit{L. V. Rozovskii}, Vestn. St. Petersbg. Univ., Math. 44, No. 2, 129--133 (2011; Zbl 1253.60033); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 2011, No. 2, 48--54 (2011)
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