The extended large deviation principle for a process with independent increments

被引：0

作者：

A. A. Mogul’skiĭ

机构：

[1] Sobolev Institute of Mathematics,

来源：

Siberian Mathematical Journal | 2017年 / 58卷

关键词：

compound Poisson process; process with independent increments; Cramér condition; deviation rate function; large deviation principle; function with bounded variation; space of functions without discontinuities of the second kind; Borovkov metric;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Considering a process with independent increments under the moment Cramér condition, we establish the extended large deviation principle in the space of functions without discontinuities of the second kind which is endowed with the Borovkov metric.

引用

页码：515 / 524

页数：9

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