Semiexponential Distributions and Related Large Deviation Principles for Trajectories of Random Walks Full article
| Journal |
Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260 |
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| Output data | Year: 2022, Volume: 63, Number: 4, Pages: 651-661 Pages count : 11 DOI: 10.1134/S003744662204005X | ||
| Tags | 519.21; characterization; large deviation principle; semiexponential distribution | ||
| Authors |
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| Affiliations |
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Funding (1)
| 1 | Sobolev Institute of Mathematics | FWNF-2022-0010 |
Abstract:
We obtain a rather simple characterization of semiexponential distributions.This allows us to relax substantiallythe conditions for the fulfillment of the moderately large deviation principlefor the trajectories of random walkswhen Cramér’s condition does not hold.Besides, using the previous results,we establish the local large deviation principle (LDP)outside the zone of moderately large deviationsfor semiexponential random walks.The latter principle differs much from the LDP in the case that Cramér’s condition holds:The deviation function for it is concave but not convex,the deviation functional is finite only on jump trajectories, and so forth.
Cite:
Borovkov A.A.
Semiexponential Distributions and Related Large Deviation Principles for Trajectories of Random Walks
Siberian Mathematical Journal. 2022. V.63. N4. P.651-661. DOI: 10.1134/S003744662204005X WOS Scopus РИНЦ OpenAlex
Semiexponential Distributions and Related Large Deviation Principles for Trajectories of Random Walks
Siberian Mathematical Journal. 2022. V.63. N4. P.651-661. DOI: 10.1134/S003744662204005X WOS Scopus РИНЦ OpenAlex
Original:
Боровков А.А.
Семиэкспоненциальные распределения и связанные с ними принципы больших уклонений для траекторий случайных блужданий
Сибирский математический журнал. 2022. Т.63. №4. С.783-795. DOI: 10.33048/smzh.2022.63.405 РИНЦ
Семиэкспоненциальные распределения и связанные с ними принципы больших уклонений для траекторий случайных блужданий
Сибирский математический журнал. 2022. Т.63. №4. С.783-795. DOI: 10.33048/smzh.2022.63.405 РИНЦ
Dates:
| Submitted: | Mar 1, 2022 |
| Accepted: | Jun 15, 2022 |
| Published online: | Jul 27, 2022 |
Identifiers:
| Web of science: | WOS:000831328200005 |
| Scopus: | 2-s2.0-85135044574 |
| Elibrary: | 51440743 |
| OpenAlex: | W4288060997 |