The expansion theorem for the deviation integra

DOI10.3103/S1055134413040032zbMath1340.60024OpenAlexW2099849414MaRDI QIDQ2945798

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134413040032

zbMATH Keywords

deviation functionrandom walkCramer's conditiondeviation integraldeviation functionalvariation of a function

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

The extended large deviation principle for a process with independent increments ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ The large deviation principle for a compound Poisson process

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