A. Borovkov

activity

20122026

most citedA refined version of the integro-local Stone theorem

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2026

On large deviation principles for general random processes

A. A. Borovkov, K. A. Borovkov

Let $Z = {Z (t) : t \in R}$ be a stochastic process with trajectories in space $D (R)$ . It is assumed that there exists an essentially smooth function $A:\math…

math.PR2016★ 2 cited

A refined version of the integro-local Stone theorem

Alexander A. Borovkov, Konstantin A. Borovkov

Let $X, X_{1}, X_{2}, \dots$ be a sequence of non-lattice i.i.d. random variables with $E X = 0,$ $E X = 1,$ and let $S_{n} := X_{1} + \dots + X_{n}$ , $n \geq 1.$ We refine Stone's inte…

math.PR2012

Blackwell-type Theorems for Weighted Renewal Functions

Alexander A. Borovkov, Konstantin A. Borovkov

For a numerical sequence $a_{n}$ satisfying broad assumptions on its "behaviour on average" and a random walk $S_{n} = ξ_{1} + ... + ξ_{n}$ with i.i.d. jumps $ξ_{j}$ with positive mean $μ$ , we…