Inequalities and principles of large deviations for the trajectories of processes with independent increments

DOI10.1134/S0037446613020055zbMath1270.60056MaRDI QIDQ350842

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 3 July 2013

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

zbMATH Keywords

convex setChebyshev-type inequalityCramer's conditionfunction of deviationslarge deviation principle (LDP)local large deviation principle (local LDP)process with independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

Related Items (6)

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 ⋮ The local principle of large deviations for compound Poisson process with catastrophes ⋮ A local large deviation principle for inhomogeneous birth-death processes ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes

Cites Work

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• On large deviation principles in metric spaces
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• Asymptotic Analysis of Random Walks
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Large deviations for processes with independent increments
• Large deviations

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