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

共 50 条

[21] GENERALIZED INDEPENDENT INCREMENTS PROCESSES
THU, NV
[J]. NAGOYA MATHEMATICAL JOURNAL, 1994, 133 : 155 - 175
[22] SAMPLE PATH LARGE DEVIATIONS FOR LEVY PROCESSES AND RANDOM WALKS WITH REGULARLY VARYING INCREMENTS
Rhee, Chang-Han
Blanchet, Jose
Zwart, Bert
[J]. ANNALS OF PROBABILITY, 2019, 47 (06): : 3551 - 3605
[23] Couplings for processes with independent increments
Criens, David
[J]. STATISTICS & PROBABILITY LETTERS, 2019, 146 : 161 - 167
[24] Unified limit theorems for increments of processes with independent increments
Frolov, AN
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2004, 49 (03) : 531 - 540
[25] Poisson convergence, in large deviations, for the superposition of independent point processes
R. J. R. Cruise
[J]. Annals of Operations Research, 2009, 170 : 79 - 94
[26] Large deviations for random evolutions with independent increments in the scheme of Levy approximation with split and double merging
Samoilenko, Igor V.
[J]. RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2015, 23 (02) : 137 - 149
[27] Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
V. S. Korolyuk
[J]. Ukrainian Mathematical Journal, 2010, 62 : 739 - 747
[28] PROBLEM OF LARGE DEVIATIONS FOR MARKOV RANDOM EVOLUTIONS WITH INDEPENDENT INCREMENTS IN THE SCHEME OF ASYMPTOTICALLY SMALL DIFFUSION
Korolyuk, V. S.
[J]. UKRAINIAN MATHEMATICAL JOURNAL, 2010, 62 (05) : 739 - 747
[29] Poisson convergence, in large deviations, for the superposition of independent point processes
Cruise, R. J. R.
[J]. ANNALS OF OPERATIONS RESEARCH, 2009, 170 (01) : 79 - 94
[30] OPTIONAL SEMIMARTINGALES AND PROCESSES WITH INDEPENDENT INCREMENTS
GALCHUK, LI
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1985, 29 (02) : 293 - 306

← 1 2 3 4 5 →