Large deviation principles for random walk trajectories. I

DOI10.1137/S0040585X97985613zbMATH Open1267.60029MaRDI QIDQ4907604FDOQ4907604

Authors: A. A. Borovkov, Anatoli Mogulskii 

Publication date: 4 February 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Recommendations

• Large Deviation Principles for Random Walk Trajectories. II
• Large deviation principles for random walk trajectories. III
• Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks
• Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
• Moderately large deviation principles for the trajectories of random walks and processes with independent increments

zbMATH Keywords

random walklarge deviationsSanov's theoremCramér's moment conditionsintegro-local Gnedenko theoremintegro-local Stone-Shepp theoremlarge deviations of empirical distributions

Mathematics Subject Classification ID

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

Cited In (17)

• Title not available (Why is that?)
• Functional limit theorems for compound renewal processes
• Contraction principle for trajectories of random walks and Cramér's theorem for kernel-weighted sums
• Local large deviation principle for Wiener process with random resetting
• A large-deviation principle for birth-death processes with a linear rate of downward jumps
• Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
• A local large deviation principle for inhomogeneous birth-death processes
• Title not available (Why is that?)
• Properties of a functional of trajectories which arises in studying the probabilities of large deviations of random walks
• Large Deviation Principles for Random Walk Trajectories. II
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• Moderately large deviation principles for the trajectories of random walks and processes with independent increments
• Large deviation principles for trajectories of compound renewal processes. I
• Title not available (Why is that?)
• The extended large deviation principle for a process with independent increments
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Large deviation principles for random walk trajectories. III

This page was built for publication: Large deviation principles for random walk trajectories. I

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4907604)