LARGE DEVIATIONS FOR PROCESSES WITH INDEPENDENT INCREMENTS

被引：39

作者：

MOGULSKII, AA

机构：

来源：

ANNALS OF PROBABILITY | 1993年 / 21卷 / 01期

关键词：

LARGE DEVIATIONS; DEVIATION FUNCTION; RATE FUNCTION; STATIONARY AND INDEPENDENT INCREMENTS;

D O I：

10.1214/aop/1176989401

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This PaPer strengthens and generalizes some theorems proved earlier by Lynch and Sethuraman on large deviations (LD) for random processes with independent increments.

引用

页码：202 / 215

页数：14

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