Large Deviation Principles for Random Walk Trajectories. III

DOI10.1137/S0040585X97986370zbMath1293.60035OpenAlexW4256496014MaRDI QIDQ5166313

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 26 June 2014

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

Full work available at URL: https://doi.org/10.1137/s0040585x97986370

zbMATH Keywords

Sanov theoremlocal large deviation principlelarge deviations of empirical distributionsextended large deviation principle in the space of functions of bounded variationintegro-local Gnedenko and Stone-Shepp theorems

Mathematics Subject Classification ID

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

Related Items (5)

Large deviations for processes on half-line: random walk and compound Poisson ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ The local principle of large deviations for compound Poisson process with catastrophes ⋮ On the existence conditions for exact large deviation principles ⋮ On Exact Large Deviation Principles for Compound Renewal Processes

This page was built for publication: Large Deviation Principles for Random Walk Trajectories. III