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

被引：0

作者：

Fuqing Gao

机构：

[1] Wuhan University,School of Mathematics and Statistics

来源：

Science in China Series A: Mathematics | 2006年 / 49卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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

引用

页码：1753 / 1767

页数：14

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