54 citations · 138 across the 22 of their papers we have counts for
Showing 2012Show all
3 papers · 1 filter
math.PR2012★ 9 cited
Random Stopping Times in Stopping Problems and Stopping Games
Eilon Solan, Boris Tsirelson, Nicolas Vieille
Three notions of random stopping times exist in the literature. We introduce two concepts of equivalence of random stopping times, motivated by optimal stopping problems and stoppi…
math.PR2012
Moderate deviations on different scales: no relations
Boris Tsirelson
An example of a discrete-time stationary random process whose sums follow the normal approximation within a given part of the region of moderate deviations, but violate it outside…
math.PR2012★ 1 cited
From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes
Boris Tsirelson
A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A uniform LDP (large deviations principle) for renewal-reward processes is obtained, and MDP…