Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums (Q5009795): Difference between revisions

Latest revision as of 08:17, 26 July 2024

scientific article; zbMATH DE number 7379415

Language	Label	Description	Also known as
English	Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums	scientific article; zbMATH DE number 7379415

Statements

instance of

scholarly article

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publication date

6 August 2021

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full work available at URL

https://arxiv.org/abs/1909.00374

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http://alea.impa.br/articles/v18/18-42.pdf

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zbMATH Keywords

random walk

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large deviations

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contraction principle

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non-standard large deviations principle

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metric large deviations principle

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extended large deviations principle

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kernel-weighted sum

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weighted sum

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Cramér's theorem

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Skorokhod topology $M'_1$

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relaxation

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weak-* topology

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directional decomposition of total variation

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author

Vladislav V. Vysotsky

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MaRDI profile type

MaRDI publication profile

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arXiv classification

math.PR

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math.OC

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cites work

Sample path large deviations for Lévy processes and random walks with Weibull increments

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Q5560061

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Large Deviation Probabilities for Weighted Sums

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On large deviation principles in metric spaces

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Large Deviation Principles for Random Walk Trajectories. I

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Large Deviation Principles for Random Walk Trajectories. II

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Large Deviation Principles for Random Walk Trajectories. III

0 references

Q3995083

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Q4743352

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Large deviations techniques and applications.

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Q3254057

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Q4702909

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Q3994935

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Площадь обобщенного круга как функция его радиуса (I)

0 references

Q5565773

0 references

Q4255465

0 references

Functional Erdős-Rényi laws for semiexponential random variables

0 references

Cramér’s Theorem is Atypical

0 references

Large deviations for weighted sums of stretched exponential random variables

0 references

Characterisation of weak convergence of signed measures on $[0,1]$.

0 references

Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables

0 references

A large deviation principle for weighted sums of independent identically distributed random variables

0 references

Energy of taut strings accompanying Wiener process

0 references

Large Deviations for Trajectories of Multi-Dimensional Random Walks

0 references

A Cramér type theorem for weighted random variables

0 references

Q5246285

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Convex Analysis

0 references

Q3283426

0 references

Stochastic-Process Limits

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Identifiers

zbMATH Open document ID

1472.60053

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5009795

@@ label / en / label / en @@
+Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums
@@ Property / author @@
-Vladislav V. Vysotsky
@@ Property / author: Vladislav V. Vysotsky / rank @@
-Normal rank
@@ Property / author @@
+Vladislav V. Vysotsky
@@ Property / author: Vladislav V. Vysotsky / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / arXiv classification @@
+math.PR
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+math.OC
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+.00374
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@@ Property / cites work @@
+Sample path large deviations for Lévy processes and random walks with Weibull increments
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Deviation Probabilities for Weighted Sums
@@ Property / cites work: Large Deviation Probabilities for Weighted Sums / rank @@
+Normal rank
@@ Property / cites work @@
+On large deviation principles in metric spaces
@@ Property / cites work: On large deviation principles in metric spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Large Deviation Principles for Random Walk Trajectories. I
+Normal rank
@@ Property / cites work @@
+Large Deviation Principles for Random Walk Trajectories. II
+Normal rank
@@ Property / cites work @@
+Large Deviation Principles for Random Walk Trajectories. III
+Normal rank
@@ Property / cites work @@
+Q3995083
@@ Property / cites work: Q3995083 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4743352
@@ Property / cites work: Q4743352 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations techniques and applications.
@@ Property / cites work: Large deviations techniques and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3254057
@@ Property / cites work: Q3254057 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4702909
@@ Property / cites work: Q4702909 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994935
@@ Property / cites work: Q3994935 / rank @@
+Normal rank
@@ Property / cites work @@
+Площадь обобщенного круга как функция его радиуса (I)
+Normal rank
@@ Property / cites work @@
+Q5565773
@@ Property / cites work: Q5565773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255465
@@ Property / cites work: Q4255465 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional Erdős-Rényi laws for semiexponential random variables
+Normal rank
@@ Property / cites work @@
+Cramér’s Theorem is Atypical
@@ Property / cites work: Cramér’s Theorem is Atypical / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for weighted sums of stretched exponential random variables
+Normal rank
@@ Property / cites work @@
+Characterisation of weak convergence of signed measures on $[0,1]$.
+Normal rank
@@ Property / cites work @@
+Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
+Normal rank
@@ Property / cites work @@
+A large deviation principle for weighted sums of independent identically distributed random variables
+Normal rank
@@ Property / cites work @@
+Energy of taut strings accompanying Wiener process
+Normal rank
@@ Property / cites work @@
+Large Deviations for Trajectories of Multi-Dimensional Random Walks
+Normal rank
@@ Property / cites work @@
+A Cramér type theorem for weighted random variables
+Normal rank
@@ Property / cites work @@
+Q5246285
@@ Property / cites work: Q5246285 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q3283426
@@ Property / cites work: Q3283426 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic-Process Limits
@@ Property / cites work: Stochastic-Process Limits / rank @@
+Normal rank