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

Refined Large Deviation Principle for Polygonal Lines Constructed from Sums of Independent Random Variables Full article

Journal

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

Output data

Year: 2026, Volume: 67, Number: 5, Pages: 1149-1163 Pages count : 15 DOI: 10.1134/s0037446626050150

Funding (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

Submitted:	Sep 18, 2025
Accepted:	Jun 6, 2026
Published print:	Sep 24, 2026
Published online:	Sep 24, 2026

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