Moderate deviations and functional limits for random processes with stationary and independent increments

被引：5

作者：

Gao Fuqing ^{[1
]}

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2006年 / 49卷 / 12期

基金：

中国国家自然科学基金;

关键词：

moderate deviations; large deviations; functional limits; processes with independent increment;

D O I：

10.1007/s11425-006-2018-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Lecloux's condition. Then we apply the result to the functional limits for increments of the processes and obtain some Csorgo-Revesz type functional laws of the iterated logarithm.

引用

页码：1753 / 1767

页数：15

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