On the existence conditions for exact large deviation principles
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Publication:2071583
DOI10.1134/S0037446622010049zbMath1481.60064OpenAlexW4210746872MaRDI QIDQ2071583
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
random walkslarge deviation principleexact large deviation principleextended large deviation principlerenewal compound processesthin boundaries
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Renewal theory (60K05)
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Cites Work
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- Boundary crossing problems for compound renewal processes
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- Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления
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