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On the limit conditional distributions connected with large deviations

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Publication:1358013
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DOI10.1007/BF02104659zbMath0891.60030MaRDI QIDQ1358013

Aleksandr A. Borovkov

Publication date: 6 July 1998

Published in: Siberian Mathematical Journal (Search for Journal in Brave)


zbMATH Keywords

deviation functionLegendre transformlarge deviationslaw of iterated logarithmCramer transform


Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)


Related Items (2)

The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks ⋮ The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem






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