Large deviation principles for random walk trajectories. III

DOI10.1137/S0040585X97986370MaRDI QIDQ5166313zbMATH OpenOpenAlexFDO

Authors A. A. Borovkov, Anatoli Mogulskii

Publication date 26 June 2014

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97986370

zbMATH Keywords

Sanov theoremlocal large deviation principlelarge deviations of empirical distributionsextended large deviation principle in the space of functions of bounded variationintegro-local Gnedenko and Stone-Shepp theorems

Mathematics Subject Classification ID

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

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• Semiexponential distributions and related large deviation principles for trajectories of random walks
• Large Deviations for a Random Walk Model with State-Dependent Noise
• Large deviations bounds for face-homogeneous random walks in the quarter-plane
• scientific article; zbMATH DE number 6197581 (Why is no real title available?)
• scientific article; zbMATH DE number 736260 (Why is no real title available?)
• On large deviation principles in metric spaces
• The local principle of large deviations for compound Poisson process with catastrophes
• On exact large deviation principles for compound renewal processes
• Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
• Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
• A large-deviation principle for birth-death processes with a linear rate of downward jumps
• On the existence conditions for exact large deviation principles
• Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks
• scientific article; zbMATH DE number 6324537 (Why is no real title available?)
• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps
• Large Deviation Principles for Random Walk Trajectories. II
• Large deviation principles for random walks with regularly varying distributions of jumps
• Moderate deviation principles for the trajectories of inhomogeneous random walks
• Large deviations for processes on half-line: random walk and compound Poisson
• On the lower bound of large deviation of random walks

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