Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks

DOI10.1134/S0037446611040069zbMath1238.60034OpenAlexW2069072028MaRDI QIDQ642075

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 25 October 2011

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

Full work available at URL: https://doi.org/10.1134/s0037446611040069

zbMATH Keywords

deviation functionsemi-additive functionrandom walkDarboux integralCramér conditiondeviation integraldeviation functionalvariation of a function

Mathematics Subject Classification ID

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

Related Items (5)

The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ 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 ⋮ Large deviation principles for sums of random vectors and the corresponding renewal functions in the inhomogeneous case ⋮ The large deviation principle for a compound Poisson process

Cites Work

• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Convex Analysis
• Unnamed Item
• Unnamed Item

This page was built for publication: Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks