Exponential convergence in probability for empirical means of Lévy processes

DOI10.1007/s10255-010-0013-2zbMath1197.60029OpenAlexW2082570959MaRDI QIDQ993685

Shu-Lan Hu, Nian Yao

Publication date: 20 September 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-010-0013-2

zbMATH Keywords

Lévy processeslarge deviationsexponential convergence in probabilityfunctions with uniform mean

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

Cites Work

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• Large deviation lower bounds for additive functionals of Markov processes
• Moyennes uniformes et moyennes suivant une marche aléatoire. (Uniform means and means according to a random walk)
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Exponential convergence in probability for empirical means of Brownian motion and of random walks
• Uniformly integrable operators and large deviations for Markov processes
• Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures
• Schrödinger semigroups
• General Irreducible Markov Chains and Non-Negative Operators

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