On the existence conditions for exact large deviation principles

DOI10.1134/S0037446622010049MaRDI QIDQ2071583zbMATH OpenOpenAlexFDO

Authors A. 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

exact large deviation principleextended large deviation principlelarge deviation principlerandom walksrenewal compound processesthin boundaries

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic Analysis of Random Walks: Light-Tailed Distributions
• Boundary crossing problems for compound renewal processes
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Chebyshev-type inequalities and large deviation principles
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 219295 (Why is no real title available?)
• Large deviation principles for random walk trajectories. III
• Large deviations for stochastic processes.
• On exact large deviation principles for compound renewal processes
• Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления

Cited in

(3)

• Large deviation principle for exchangeable sequences: Necessary and sufficient condition
• Semiexponential distributions and related large deviation principles for trajectories of random walks
• On exact large deviation principles for compound renewal processes

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