On the existence conditions for exact large deviation principles

DOI10.1134/S0037446622010049zbMath1481.60064OpenAlexW4210746872MaRDI QIDQ2071583

Aleksandr A. Borovkov

Publication date: 28 January 2022

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0037446622010049

zbMATH Keywords

random walkslarge deviation principleexact large deviation principleextended large deviation principlerenewal compound processesthin boundaries

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Renewal theory (60K05)

Related Items (1)

Semiexponential distributions and related large deviation principles for trajectories of random walks

Cites Work

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• Boundary crossing problems for compound renewal processes
• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• On Exact Large Deviation Principles for Compound Renewal Processes
• Chebyshev-Type Inequalities and Large Deviation Principles
• Large Deviation Principles for Random Walk Trajectories. III
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления

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