Moderate deviations and functional limits for random processes with stationary and independent increments

DOI10.1007/S11425-006-2018-0MaRDI QIDQ870723zbMATH OpenOpenAlexFDO

Authors Fuqing Gao

Publication date 14 March 2007

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-006-2018-0

zbMATH Keywords

large deviationsprocesses with independent increment

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Processes with independent increments; Lévy processes (60G51)

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Cites work

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• scientific article; zbMATH DE number 772918 (Why is no real title available?)
• Large deviations for processes with independent increments
• Large deviations for processes with independent increments
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
• On some applicable versions of abstract large deviations theorems
• Probabilities of large deviations in topological spaces. I
• Sequences of capacities, with connections to large-deviation theory
• Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
• Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
• The functional moderate deviations for Harris recurrent Markov chains and applications.
• The rate of convergence in the functional limit theorem for increments of a Brownian motion

Cited in

(6)

• Lower functions for processes with stationary independent increments
• Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments
• Moderate deviations and Strassen's law for additive processes
• On sample-path moderate deviation principles for random walks
• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• Moderate deviations for Poisson-Dirichlet distribution

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