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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.

в: Problems of Information Transmission, Том 56, № 1, 01.2020, стр. 56-72.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Klebaner, FC, Logachov, AV & Mogulskii, AA 2020, 'Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line', Problems of Information Transmission, Том. 56, № 1, стр. 56-72. https://doi.org/10.1134/S0032946020010068

APA

Klebaner, F. C., Logachov, A. V., & Mogulskii, A. A. (2020). Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line. Problems of Information Transmission, 56(1), 56-72. https://doi.org/10.1134/S0032946020010068

Vancouver

Klebaner FC, Logachov AV, Mogulskii AA. Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line. Problems of Information Transmission. 2020 янв.;56(1):56-72. doi: 10.1134/S0032946020010068

Author

Klebaner, F. C. ; Logachov, A. V. ; Mogulskii, A. A. / Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line. в: Problems of Information Transmission. 2020 ; Том 56, № 1. стр. 56-72.

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.}",
note = "Publisher Copyright: {\textcopyright} 2020, Pleiades Publishing, Inc. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.",
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.

N1 - Publisher Copyright: © 2020, Pleiades Publishing, Inc. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.

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