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

Journal Problems of Information Transmission
ISSN: 0032-9460 , E-ISSN: 1608-3253
Output data Year: 2020, Volume: 56, Number: 1, Pages: 56-72 Pages count : 17 DOI: 10.1134/S0032946020010068
Tags 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
Authors Klebaner F.C. 1 , Logachov A.V. 2,3,4,5 , Mogulskii A.A. 2,3
Affiliations
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
Cite: Klebaner F.C. , Logachov A.V. , Mogulskii A.A.
Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line
Problems of Information Transmission. 2020. V.56. N1. P.56-72. DOI: 10.1134/S0032946020010068 WOS Scopus OpenAlex
Identifiers:
Web of science: WOS:000526343800006
Scopus: 2-s2.0-85083482170
OpenAlex: W3017304153
Citing:
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Web of science 1
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