The extended large deviation principle for a process with independent increments

DOI10.1134/S0037446617030144zbMath1372.60032OpenAlexW2691118032MaRDI QIDQ2400742

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 30 August 2017

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0037446617030144

zbMATH Keywords

large deviation principlecompound Poisson processCramér conditionindependent incrementsBorovkov metricdeviation rate function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line

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