Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums

zbMath1472.60053arXiv1909.00374MaRDI QIDQ5009795

Vladislav V. Vysotsky

Publication date: 6 August 2021

Full work available at URL: https://arxiv.org/abs/1909.00374

zbMATH Keywords

relaxationcontraction principlelarge deviationsrandom walkweighted sumCramér's theoremweak-* topologydirectional decomposition of total variationextended large deviations principlekernel-weighted summetric large deviations principlenon-standard large deviations principleSkorokhod topology \(M'_1\)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Methods involving semicontinuity and convergence; relaxation (49J45) Large deviations (60F10) Several topologies on one set (change of topology, comparison of topologies, lattices of topologies) (54A10) Probability theory on linear topological spaces (60B11) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Related Items (2)

Sample-path large deviations for a class of heavy-tailed Markov-additive processes ⋮ Large deviations of convex hulls of planar random walks and Brownian motions

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