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

DOI10.1137/S0040585X97986758MaRDI QIDQ5248265zbMATH OpenFDO

Authors A. A. Borovkov, Anatoli Mogulskii

Publication date 28 April 2015

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

Full work available at URL https://doi.org/10.1137/S0040585X97986758

zbMATH Keywords

Cramér's conditiondeviation rate functioninvariance principlemoderately large deviation principlesprocesses with independent incrementsrandom walkssemi-exponential distributions

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51)

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(10)

• Large and moderate deviations for random walks on nilpotent groups
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• Large deviation principles for the finite-dimensional distributions of compound renewal processes
• Moderate deviation principles for the trajectories of inhomogeneous random walks
• Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments
• Large deviation principles for random walk trajectories. I
• Large Deviation Principles for Random Walk Trajectories. II
• On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
• Limit theorems: some recent results
• Moderate deviations and functional limits for random processes with stationary and independent increments

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