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Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line

Authors :
A. V. Logachov
Fima C. Klebaner
A. A. Mogulskii
Source :
Problems of Information Transmission. 56:56-72
Publication Year :
2020
Publisher :
Pleiades Publishing Ltd, 2020.

Abstract

We establish an extended large deviation principle for processes with independent and stationary increments on the half-line under the Cramer moment condition in the space of functions of bounded variation without discontinuities of the second kind equipped with the Borovkov metric.

Details

ISSN :
16083253 and 00329460
Volume :
56
Database :
OpenAIRE
Journal :
Problems of Information Transmission
Accession number :
edsair.doi...........99b3f50ecbbdd37adbc1b211507469a1