Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments

DOI10.1016/0304-4149(93)90025-YzbMath0764.60033OpenAlexW2029230266MaRDI QIDQ1208941

Tiefeng Jiang, M. Bhaskara Rao, Xiang Chen Wang, De Li Li

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90025-y

zbMATH Keywords

strong law of large numberslarge deviationsrate functionstationary and independent increments

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)

Related Items (4)

Moderate deviations and functional limits for random processes with stationary and independent increments ⋮ Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ Moderate deviations for Poisson-Dirichlet distribution

Cites Work

• Large deviation theorems for empirical probability measures
• Large deviations for vector-valued Lévy processes
• A Comparison Principle for Large Deviations
• Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
• Asymptotic probabilities and differential equations
• Some Asymptotic Formulas for Wiener Integrals
• Large deviations for processes with independent increments
• An introduction to the theory of large deviations
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