Moderate deviation principles for the trajectories of inhomogeneous random walks

DOI10.1134/S0037446623010135MaRDI QIDQ2687464zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 2 March 2023

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

Full work available at URL https://doi.org/10.1134/s0037446623010135

zbMATH Keywords

exponential tightnesslarge deviation principlemoderate deviation principlerandom walk

Mathematics Subject Classification ID

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

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Cites work

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• Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Moderately large deviation principles for the trajectories of random walks and processes with independent increments
• Regularly varying functions
• Semiexponential distributions and related large deviation principles for trajectories of random walks

Cited in

(1)

• Moderately large deviation principles for the trajectories of random walks and processes with independent increments

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