Inequalities and principles of large deviations for the trajectories of processes with independent increments (Q350842)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities and principles of large deviations for the trajectories of processes with independent increments |
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Inequalities and principles of large deviations for the trajectories of processes with independent increments (English)
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3 July 2013
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process with independent increments
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Cramer's condition
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function of deviations
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large deviation principle (LDP)
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local large deviation principle (local LDP)
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Chebyshev-type inequality
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convex set
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