Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments

被引：0

作者：

Borovkov A.A. ^{[1
,2
]}

Mogul’skiĭ A.A. ^{[1
,2
]}

机构：

[1] Sobolev Institute of Mathematics, Novosibirsk

[2] Novosibirsk State University, Novosibirsk

来源：

Siberian Advances in Mathematics | 2015年 / 25卷 / 1期

基金：

俄罗斯基础研究基金会;

关键词：

conditional moderately large deviation principle; local moderately large deviation principle; moderately large deviation principle;

D O I：

10.3103/S1055134415010058

中图分类号：

学科分类号：

摘要：

We extend the large deviation principles for random walks and processes with independent increments to the case of conditional probabilities given that the position of the trajectory at the last time moment is localized in a neighborhood of some point. As a corollary, we obtain a moderately large deviation principle for empirical distributions (an analog of Sanov’s theorem). © 2015, Allerton Press, Inc.

引用

页码：39 / 55

页数：16

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