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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1979 Volume 24, Issue 4, Pages 673–691 (Mi tvp2890)

This article is cited in 8 papers

Rough limit theorems on large deviations for Markov stochastic processes. III

A. D. Wentzell

Moscow

Abstract: This is the continuation of the papers [8], [9]. In [9] some rough limit theorems were deduced from the estimates of [8]. These theorems are analogous to the limit theorems for the sums of independent random variables concerning «very large» deviations of order $\sqrt n$. In the present paper rough limit theorems for some other classes of families of Markov processes are derived from the estimates of [8] (slighthly modified); some of them are analogous to limit theorems concerning «not very large» deviations (those of order $o(\sqrt n)$ for the sums of independent random variables.

Received: 20.04.1978


 English version:
Theory of Probability and its Applications, 1980, 24:4, 675–692

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