Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line (Q2190985)
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English | Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line |
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Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line (English)
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23 June 2020
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compound Poisson process
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processes with independent increments
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Cramér condition
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rate function
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large deviation principle
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extended large deviation principle
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bounded variation functions
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space of functions without discontinuities of second kind
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Borovkov metric
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