Large Deviation Principles for Random Walk Trajectories. I

DOI10.1137/S0040585X97985613zbMath1267.60029MaRDI QIDQ4907604

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 4 February 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsrandom walkSanov's theoremCramér's moment conditionsintegro-local Gnedenko theoremintegro-local Stone-Shepp theoremlarge deviations of empirical distributions

Mathematics Subject Classification ID

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

Related Items (8)

The extended large deviation principle for a process with independent increments ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ Local large deviation principle for Wiener process with random resetting ⋮ Functional limit theorems for compound renewal processes ⋮ Large Deviation Principles for Trajectories of Compound Renewal Processes. I ⋮ A local large deviation principle for inhomogeneous birth-death processes ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes

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