Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments

DOI10.3103/S1055134415010058zbMATH Open1340.60020OpenAlexW2082659203MaRDI QIDQ2945816FDOQ2945816

Authors: A. A. Borovkov, 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/s1055134415010058

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zbMATH Keywords

conditional moderately large deviation principlelocal moderately large deviation principlemoderately large deviation principle

Mathematics Subject Classification ID

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

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