Moderate deviation principles for the trajectories of inhomogeneous random walks (Q2687464)
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| Language | Label | Description | Also known as |
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| English | Moderate deviation principles for the trajectories of inhomogeneous random walks |
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Moderate deviation principles for the trajectories of inhomogeneous random walks (English)
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2 March 2023
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The auhtors state so-called moderate large deviations principle (MLDP) for the trajectories of inhomogeneous random work (IHRW). The IHRW is built in form of random broken lines constructed from the sums of differently distributed independent random variables under broad assumptions about moments. The problems related to the MLDP in function spaces appeared firstly in the classical article of \textit{A. A. Borovkov} [Theory Probab. Appl. 12, 575--595 (1967; Zbl 0178.20004); translation from Teor. Veroyatn. Primen. 12, 635--654 (1967)] who established the versions of the MLDP for homogeneous random walks, processes with independent increments and empirical distribution functions.
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random walk
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large deviation principle
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moderate deviation principle
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exponential tightness
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