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

Standard

Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line. / Klebaner, F. C.; Logachov, A. V.; Mogulskii, A. A.

In: Problems of Information Transmission, Vol. 56, No. 1, 01.2020, p. 56-72.

Research output: Contribution to journal › Article › peer-review

BibTeX

@article{5110541394ea448dbb67405735fe2bbb,

title = "Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line",

abstract = "We establish an extended large deviation principle for processes with independent and stationary increments on the half-line under the Cramer moment condition in the space of functions of bounded variation without discontinuities of the second kind equipped with the Borovkov metric.",

keywords = "Borovkov metric, bounded variation functions, compound Poisson process, Cram{\`e}r condition, extended large deviation principle, large deviation principle, processes with independent increments, rate function, space of functions without discontinuities of the second kind, Cramer condition",

author = "Klebaner, {F. C.} and Logachov, {A. V.} and Mogulskii, {A. A.}",

year = "2020",

month = jan,

doi = "10.1134/S0032946020010068",

language = "English",

volume = "56",

pages = "56--72",

journal = "Problems of Information Transmission",

issn = "0032-9460",

publisher = "Maik Nauka-Interperiodica Publishing",

number = "1",

}

RIS

TY - JOUR

T1 - Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line

AU - Klebaner, F. C.

AU - Logachov, A. V.

AU - Mogulskii, A. A.

PY - 2020/1

Y1 - 2020/1

N2 - We establish an extended large deviation principle for processes with independent and stationary increments on the half-line under the Cramer moment condition in the space of functions of bounded variation without discontinuities of the second kind equipped with the Borovkov metric.

AB - We establish an extended large deviation principle for processes with independent and stationary increments on the half-line under the Cramer moment condition in the space of functions of bounded variation without discontinuities of the second kind equipped with the Borovkov metric.

KW - Borovkov metric

KW - bounded variation functions

KW - compound Poisson process

KW - Cramèr condition

KW - extended large deviation principle

KW - large deviation principle

KW - processes with independent increments

KW - rate function

KW - space of functions without discontinuities of the second kind

KW - Cramer condition

UR - http://www.scopus.com/inward/record.url?scp=85083482170&partnerID=8YFLogxK

U2 - 10.1134/S0032946020010068

DO - 10.1134/S0032946020010068

M3 - Article

AN - SCOPUS:85083482170

VL - 56

SP - 56

EP - 72

JO - Problems of Information Transmission

JF - Problems of Information Transmission

SN - 0032-9460

IS - 1

ER -

ID: 24067960