Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments

DOI10.3103/S1055134415010058zbMath1340.60020OpenAlexW2082659203MaRDI QIDQ2945816

Aleksandr A. Borovkov, Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134415010058

zbMATH Keywords

conditional moderately large deviation principlelocal moderately large deviation principlemoderately large deviation principle

Mathematics Subject Classification ID

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

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