Large deviations for processes on half-line: random walk and compound Poisson

DOI10.33048/semi.2019.16.001zbMath1420.60039arXiv1610.09472OpenAlexW2963170445MaRDI QIDQ2633584

Fima C. Klebaner, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 9 May 2019

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09472

zbMATH Keywords

large deviationsrate functionrandom walkcompound Poisson processCramer's conditionextended large deviation principle

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Related Items (2)

Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ The moderate deviations principle for the trajectories of compound renewal processes on the half-line

Cites Work

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• On large deviation principles in metric spaces
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• On the Rate of Convergence for the Invariance Principle
• Large Deviation Principles for Random Walk Trajectories. III
• The large deviation principle for a compound Poisson process
• Large deviations for processes with independent increments

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