1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2021
Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models
A. Logachov, A. Mogulskii, E. Prokopenko
Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs ch…
math.ST2021★ 1 cited
Multi-Normex Distributions for the Sum of Random Vectors. Rates of Convergence
Marie Kratz, Evgeny Prokopenko
We build a sharp approximation of the whole distribution of the sum of iid heavy-tailed random vectors, combining mean and extreme behaviors. It extends the so-called 'normex' appr…