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Let X1, . . . ,Xn be a collection of iid discrete random variables, and Y1, . . . , Ym a set of noisy observations of such variables. Assume each observation Ya to be a random function of some a rando...
We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is introduced usi...
In this paper, we obtain results on precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution func...
Let $\{X_n ; n\geq 1\}$ be a sequence of independent non-negative random variables with common distribution function $F$ having extended regularly varying tail and finite mean $\mu=E(X_1)$ and let $\{...

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