Refined Large Deviation Principle for Polygonal Lines Constructed from Sums of Independent Random Variables | Sciact - Система учета научной деятельности ИМ СО РАН

Refined Large Deviation Principle for Polygonal Lines Constructed from Sums of Independent Random Variables Научная публикация

Журнал

Siberian Mathematical Journal
ISSN: 0037-4466 , E-ISSN: 1573-9260

Вых. Данные

Год: 2026, Том: 67, Номер: 5, Страницы: 1149-1163 Страниц : 15 DOI: 10.1134/s0037446626050150

Ключевые слова

random walk, large deviation principle, rate function, H¨older function, H¨older metric

Авторы

Logachov A.V. ¹

Организации

1	Sobolev Institute of Mathematics, Novosibirsk, Russia

Информация о финансировании (1)

Министерство науки и высшего образования РФ

FWNF-2026-0030

A large deviation principle is established for the paths of polygonal lines constructed from sums of independent random variables in the space of H¨older functions endowed with the H¨older metric. Simple moment conditions on the random variables under which results of this kind hold are also obtained. Since the H¨older metric is stronger than the uniform metric, the result obtained refines wellknown earlier theorems concerning the large deviation principle for the paths of such polygonal lines in the space of continuous functions endowed with the uniform metric.

Logachov A.V.
Refined Large Deviation Principle for Polygonal Lines Constructed from Sums of Independent Random Variables
Siberian Mathematical Journal. 2026. V.67. N5. P.1149-1163. DOI: 10.1134/s0037446626050150 WOS Scopus OpenAlex

Логачев А.В.
Уточненный принцип больших уклонений для ломаных, построенных по суммам независимых случайных величин
Сибирский математический журнал. 2026. Т.67. №5. С.942-959. DOI: 10.33048/smzh.2026.67.515

Поступила в редакцию:	18 сент. 2025 г.
Принята к публикации:	6 июн. 2026 г.
Опубликована в печати:	24 сент. 2026 г.
Опубликована online:	24 сент. 2026 г.

≡ Web of science:	WOS:001885470600018
≡ Scopus:	2-s2.0-105051745371
≡ OpenAlex:	W7214183368