Large deviations for processes with independent increments
From MaRDI portal
Publication:5893753
DOI10.1214/aop/1176992161zbMath0624.60045OpenAlexW1989151380MaRDI QIDQ5893753
No author found.
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992161
Dirichlet processesmoment generating functionlarge deviation tightnessstationary and independent increments
Related Items (76)
Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications ⋮ Large deviations for Poisson random measures and processes with independent increments ⋮ Large deviations for vector-valued Lévy processes ⋮ Extended large deviations ⋮ Large deviations and sum rules for spectral theory: a pedagogical approach ⋮ Some asymptotic results for nonlinear Hawkes processes ⋮ Large deviations for fields with stationary independent increments ⋮ The method of stochastic exponentials for large deviations ⋮ Compactness in the theory of large deviations ⋮ Large deviations for processes on half-line: random walk and compound Poisson ⋮ Large deviations: From empirical mean and measure to partial sums process ⋮ Moderate deviation principles for trajectories of sums of independent Banach space valued random variables ⋮ Colliding stacks: A large deviations analysis ⋮ A tail empirical process approach to some nonstandard laws of the iterated logarithm ⋮ A probability inequality for obtaining lower bounds in the large deviation principle ⋮ Narrow and vague convergence of set functions ⋮ A nonstandard uniform functional law of the logarithm for the increments of the multivariate empirical process ⋮ Large deviations for moving average processes ⋮ Sequences of capacities, with connections to large-deviation theory ⋮ Large deviation analysis of the single server queue ⋮ Inequalities and principles of large deviations for the trajectories of processes with independent increments ⋮ Geometric aspects of Fleming-Viot and Dawson-Watanabe processes ⋮ Sample path large deviations for super-Brownian motion ⋮ Rate functions in the theory of large deviations ⋮ The extended large deviation principle for a process with independent increments ⋮ Moderate deviations and functional limits for random processes with stationary and independent increments ⋮ Estimation of the realized (co-)volatility vector: large deviations approach ⋮ Asymptotic expansions for Laplace transforms of Markov processes ⋮ Large deviations for estimators of the parameters of a neuronal response latency model ⋮ Large deviations of semimartingales via convergence of the predictable characteristics ⋮ Extension of some large deviation results for posterior distributions ⋮ Large deviations for estimators of unknown probabilities, with applications in risk theory ⋮ Erdős-Rényi-Type Functional Limit Laws for Renewal Processes ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ Rare events in random matrix theory ⋮ Hierarchical Dirichlet process and relative entropy ⋮ A conversation with Jayaram Sethuraman ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ Multiplicative Schrödinger problem and the Dirichlet transport ⋮ Non standard functional limit laws for the increments of the compound empirical distribution function ⋮ A conditional limit theorem for high-dimensional ℓᵖ-spheres ⋮ The large deviation principle for a compound Poisson process ⋮ Exit times for multivariate autoregressive processes ⋮ Large deviations for bootstrapped empirical measures ⋮ Sample Path Large Deviations for Order Statistics ⋮ LARGE DEVIATIONS FOR INHOMOGENEOUS SYSTEMS ⋮ A path integral approach to data structure evolution ⋮ Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem ⋮ Large deviation results on some estimators for stationary Gaussian processes ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ On the coverage of Strassen-type sets by sequences of Wiener processes ⋮ Moderate deviations for Poisson-Dirichlet distribution ⋮ Large deviations for a simple closed queueing model ⋮ Nonstandard strong laws for local quantile processes ⋮ Large Deviation Principles for Sequences of Maxima and Minima ⋮ Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments ⋮ The large deviation principle for certain series ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Large deviation principles for telegraph processes ⋮ Rare events of transitory queues ⋮ A note on large deviation principles in Schauder decomposable spaces ⋮ Functional Large Deviation Principles for Waiting and Departure Processes ⋮ Circle of interacting servers: spontaneous collective behavior in the case of large fluctuations ⋮ Large deviation probabilities in estimation of Poisson random measures ⋮ Large deviations for randomly connected neural networks: II. State-dependent interactions ⋮ Spatializing random measures: doubly indexed processes and the large deviation principle ⋮ Unusually large values for spectrally positive stable and related processes ⋮ Cramér's condition and Sanov's theorem ⋮ Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions ⋮ Limit theorems associated with the Pitman–Yor process ⋮ Risk-Sensitive Control for the Multiclass Many-Server Queues in the Moderate Deviation Regime ⋮ Large deviation principles for some random combinatorial structures in population genetics and Brownian motion ⋮ A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property ⋮ Exponential tightness can fail in the strong topology ⋮ Functional Erdős-Rényi laws for semiexponential random variables ⋮ Large deviations for Markov jump processes in periodic and locally periodic environments
This page was built for publication: Large deviations for processes with independent increments
