Large deviation principles for random walk trajectories. I

DOI10.1137/S0040585X97985613MaRDI QIDQ4907604zbMATH OpenFDO

Authors A. A. Borovkov, Anatoli Mogulskii

Publication date 4 February 2013

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

Full work available at URL https://doi.org/10.1137/S0040585X97985613

zbMATH Keywords

Cramér's moment conditionsintegro-local Gnedenko theoremintegro-local Stone-Shepp theoremlarge deviationslarge deviations of empirical distributionsrandom walkSanov's theorem

Mathematics Subject Classification ID

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

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• A large-deviation principle for birth-death processes with a linear rate of downward jumps

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