Moderate Deviation Principles for the Trajectories of Inhomogeneous Random Walks Full article
| Journal |
Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260 |
||||||
|---|---|---|---|---|---|---|---|
| Output data | Year: 2023, Volume: 64, Number: 1, Pages: 111-127 Pages count : 17 DOI: 10.1134/S0037446623010135 | ||||||
| Tags | random walk, large deviation principle, moderate deviation principle, exponential tightness | ||||||
| Authors |
|
||||||
| Affiliations |
|
Funding (1)
| 1 | Mathematical Center in Akademgorodok | 075-15-2019-1675 |
Abstract:
We obtain some moderate deviation principlesfor the random broken lines constructed fromthe sums of differently distributed independent random variablesunder broad assumptions about moments.
Cite:
Logachov A.V.
, Mogulskii A.A.
Moderate Deviation Principles for the Trajectories of Inhomogeneous Random Walks
Siberian Mathematical Journal. 2023. V.64. N1. P.111-127. DOI: 10.1134/S0037446623010135 WOS Scopus OpenAlex
Moderate Deviation Principles for the Trajectories of Inhomogeneous Random Walks
Siberian Mathematical Journal. 2023. V.64. N1. P.111-127. DOI: 10.1134/S0037446623010135 WOS Scopus OpenAlex
Original:
Логачев А.В.
, Могульский А.А.
Принцип умеренно больших уклонений для траекторий неоднородных случайных блужданий
Сибирский математический журнал. 2023. Т.64. №1. С.133-151. DOI: 10.33048/smzh.2023.64.113 РИНЦ
Принцип умеренно больших уклонений для траекторий неоднородных случайных блужданий
Сибирский математический журнал. 2023. Т.64. №1. С.133-151. DOI: 10.33048/smzh.2023.64.113 РИНЦ
Dates:
| Submitted: | Nov 7, 2021 |
| Accepted: | Oct 10, 2022 |
| Published print: | Feb 23, 2023 |
| Published online: | Feb 23, 2023 |
Identifiers:
| Web of science: | WOS:000941210300013 |
| Scopus: | 2-s2.0-85149030241 |
| OpenAlex: | W4322577135 |
Citing:
Пока нет цитирований