most citedLimit theorems on large deviations for semimartingales

2 citations

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3 papers

math.PR2005★ 1 cited

Self-averaging property of queuing systems

Alexandre Rybko, Senya Shlosman, Alexandre Vladimirov

We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the stud…

math.PR2005★ 2 cited

Limit theorems on large deviations for semimartingales

Robert Sh. Liptser, Anatolii A. Pukhalskii

We consider a sequence of semimartingales. Each is a weak solution to an Itô equation with respect to a Wiener process and a Poissonian martinga…

math.CV2004

Spherical Stein spaces

D. Akhiezer, P. Heinzner

Let X be an irreducible reduced complex space on which a connected compact Lie group K acts by holomorphic automorphisms. Let G be the complexification of K and g the Lie algebra o…