Exponential convergence in probability for empirical means of Lévy processes

DOI10.1007/S10255-010-0013-2MaRDI QIDQ993685zbMATH OpenOpenAlexFDO

Authors Shu-Lan Hu, Nian Yao

Publication date 20 September 2010

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-010-0013-2

zbMATH Keywords

large deviationsexponential convergence in probabilityfunctions with uniform meanLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10)

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Cites work

• scientific article; zbMATH DE number 3174732 (Why is no real title available?)
• Exponential convergence in probability for empirical means of Brownian motion and of random walks
• General Irreducible Markov Chains and Non-Negative Operators
• Large deviation lower bounds for additive functionals of Markov processes
• Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Moyennes uniformes et moyennes suivant une marche aléatoire. (Uniform means and means according to a random walk)
• Schrödinger semigroups
• Uniformly integrable operators and large deviations for Markov processes

Cited in

(2)

• The empirical mean position of a branching Lévy process
• Cut-off for \(n\)-tuples of exponentially converging processes

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