Inequalities and principles of large deviations for the trajectories of processes with independent increments
type: Item
instance of: scholarly article
title: Inequalities and principles of large deviations for the trajectories of processes with independent increments
zbMATH Open document ID: 1270.60056
DOI: 10.1134/S0037446613020055
published in: Siberian Mathematical Journal
publication date: 2013-07-03T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6183214
zbMATH Keywords: process with independent increments
zbMATH Keywords: Cramer's condition
zbMATH Keywords: function of deviations
zbMATH Keywords: large deviation principle (LDP)
zbMATH Keywords: local large deviation principle (local LDP)
zbMATH Keywords: Chebyshev-type inequality
zbMATH Keywords: convex set
author: A. A. Borovkov
author: Anatoli Mogulskii
MaRDI profile type: Publication
cites work: Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
cites work: Q3341599
cites work: Large deviations
cites work: Q4388221
cites work: On large deviation principles in metric spaces
cites work: Chebyshev-type exponential inequalities for sums of random vectors and for trajectories of random walks
cites work: Asymptotic Analysis of Random Walks
cites work: Large deviations for processes with independent increments
cites work: Large deviations for random processes with independent increments on infinite intervals
cites work: Q5342183
description: scientific article; zbMATH DE number 6183214