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

Журнал	Problems of Information Transmission ISSN: 0032-9460 , E-ISSN: 1608-3253
Вых. Данные	Год: 2020, Том: 56, Номер: 1, Страницы: 56-72 Страниц : 17 DOI: 10.1134/S0032946020010068
Ключевые слова	Borovkov metric; bounded variation functions; compound Poisson process; Cramèr condition; extended large deviation principle; large deviation principle; processes with independent increments; rate function; space of functions without discontinuities of the second kind
Авторы	Klebaner F.C. 1 , Logachov A.V. 2,3,4,5 , Mogulskii A.A. 2,3
Организации	1 School of Mathematics, Monash University, Melbourne, Australia 2 Sobolev Institute of Mathematics 3 Novosibirsk State University 4 Novosibirsk State University of Economics and Management 5 Siberian State University of Geosystems and Technologies, Novosibirsk, Russia