The expansion theorem for the deviation integral

DOI10.3103/S1055134413040032zbMATH Open1340.60024OpenAlexW2099849414MaRDI QIDQ2945798FDOQ2945798

Authors: Anatoli Mogulskii 

Publication date: 14 September 2015

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1055134413040032

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zbMATH Keywords

random walkCramer's conditiondeviation integraldeviation functiondeviation functionalvariation of a function

Mathematics Subject Classification ID

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

Cited In (3)

• The large deviation principle for a compound Poisson process
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• The extended large deviation principle for a process with independent increments

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