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Problemy Peredachi Informatsii, 2020, Volume 56, Issue 1, Pages 63–79
DOI: https://doi.org/10.31857/S0555292320010064 (Mi ppi2312) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Large Systems

Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line

F. C. Klebanera, A. V. Logachovbcde, A. A. Mogulskiieb

a School of Mathematics, Monash University, Melbourne, Australia
b Laboratory of Applied Probability, Novosibirsk State University, Novosibirsk, Russia
c Siberian State University of Geosystems and Technologies, Novosibirsk, Russia
d Statistics Division, Novosibirsk State University of Economics and Management, Novosibirsk, Russia
e Laboratory of Probability Theory and Mathematical Statistics, Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
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DOI: https://doi.org/10.31857/S0555292320010064
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: compound Poisson process, processes with independent increments, Cramer condition, rate function, large deviation principle, extended large deviation principle, bounded variation functions, space of functions without discontinuities of the second kind, Borovkov metric.
Funding agency Grant number
Australian Research Council DP150102758
Siberian Branch of Russian Academy of Sciences 1.1.3, номер проекта 0314-2016-0008
Russian Foundation for Basic Research 18-01-00101_а
The research of F.C. Klebaner was supported in part by the Australian Research Council grant DP150102758. The research of A.V. Logachov was supported in part by the Program of Fundamental Scientific Research of the Siberian Branch of the Russian Academy of Sciences no. 1.1.3, project no. 0314-2016-0008. The research of A.A. Mogulskii was supported in part by the Russian Foundation for Basic Research, project no. 18-01-00101.
Received: 26.12.2019
Revised: 28.01.2020
Accepted: 29.01.2020
English version:
Problems of Information Transmission, 2020, Volume 56, Issue 1, Pages 56–72
DOI: https://doi.org/10.1134/S0032946020010068
Bibliographic databases:
Document Type: Article
UDC: 621.391.1 : 519.2
Language: Russian
Citation: F. C. Klebaner, A. V. Logachov, A. A. Mogulskii, “Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line”, Probl. Peredachi Inf., 56:1 (2020), 63–79; Problems Inform. Transmission, 56:1 (2020), 56–72
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
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    		Проблемы передачи информации Problems of Information Transmission
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