Exponential convergence in probability for empirical means of Lévy processes

DOI10.1007/S10255-010-0013-2zbMATH Open1197.60029OpenAlexW2082570959MaRDI QIDQ993685FDOQ993685

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

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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)

Cites Work

• General Irreducible Markov Chains and Non-Negative Operators
• Title not available (Why is that?)
• Schrödinger semigroups
• Uniformly integrable operators and large deviations for Markov processes
• Large deviations for vector-valued functionals of a Markov chain: Lower bounds
• Large deviation lower bounds for additive functionals of Markov processes
• Exponential convergence in probability for empirical means of Brownian motion and of random walks
• Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures
• Moyennes uniformes et moyennes suivant une marche aléatoire. (Uniform means and means according to a random walk)

Cited In (2)

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

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