Moderately Large Deviation Principles for the Trajectories of Random Walks and Processes with Independent Increments

DOI10.1137/S0040585X97986758zbMath1327.60068MaRDI QIDQ5248265

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 28 April 2015

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

zbMATH Keywords

random walksinvariance principleprocesses with independent incrementsCramér's conditionsemi-exponential distributionsdeviation rate functionmoderately large deviation principles

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99)

Related Items (3)

Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ Moderate deviation principles for the trajectories of inhomogeneous random walks ⋮ Large deviation principles for the finite-dimensional distributions of compound renewal processes

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