On the Speed of Convergence in a Boundary Problem. I

DOI10.1137/1115026zbMath0222.60015OpenAlexW2044188132MaRDI QIDQ5627448

Sergei Nagaev

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1115026

Mathematics Subject Classification ID

Large deviations (60F10) Boundary theory for Markov processes (60J50)

Related Items (7)

Speeds of metric probability convergence ⋮ On Markov chain approximations for computing boundary crossing probabilities of diffusion processes ⋮ The entropic Erdős-Kac limit theorem ⋮ Testing the functions defining a nonlinear autoregressive time series ⋮ BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN ⋮ Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes ⋮ Mixing limit theorems of maximum of absolute sums and their convergence rates

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