Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces

Cited in

(48)

Large deviations and stochastic homogenization
Large deviations and asymptotic efficiency of statistics of integral type. I
Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
Action functional for diffusions in discontinuous media
Large deviations in partial sums of \(U\)-processes in stronger topologies
Functional Erdős-Rényi laws for semiexponential random variables
Large deviations for trajectories of sums of independent random variables
A functional limit theorem for Erdős and Rényi's law of large numbers
Large deviations for vector-valued Lévy processes
Large deviations for empirical probability measures and statistical tests
The method of stochastic exponentials for large deviations
The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks
A probability inequality for obtaining lower bounds in the large deviation principle
Large deviations for Poisson random measures and processes with independent increments
Large deviation probabilities in estimation of Poisson random measures
Large deviations: From empirical mean and measure to partial sums process
On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle
Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
On the existence conditions for exact large deviation principles
Large deviations for Markov jump processes in periodic and locally periodic environments
Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
Risk processes with shot noise Cox claim number process and reserve dependent premium rate
Large deviation principles for the finite-dimensional distributions of compound renewal processes
The extended large deviation principle for a process with independent increments
Estimation of the realized (co-)volatility vector: large deviations approach
Large deviations for the time-integrated negative parts of some processes
First exit times of SDEs driven by stable Lévy processes
On probabilities of small deviations for stochastic processes
Moderate deviation principles for the trajectories of inhomogeneous random walks
Large deviation principles for trajectories of compound renewal processes. I
Inequalities and principles of large deviations for the trajectories of processes with independent increments
Large Deviations of Poisson Cluster Processes
Bahadur efficiency and probabilities of large deviations
Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
Large deviations of semimartingales via convergence of the predictable characteristics
Chebyshev-type inequalities and large deviation principles
The large deviation principle for a compound Poisson process
On a Property of the Legendre Transform
On large deviation principles in metric spaces
Large deviations for risk models in which each main claim induces a delayed claim
Large deviations for risk processes with reinsurance
Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks
Branching random walk with non-local competition
On sample-path moderate deviation principles for random walks
Large deviations for a simple closed queueing model
Second term of the logarithmic asymptotics of path integrals
Large deviations principle for white noise distributions with growth condition
How large delays build up in a GI/G/1 queue

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