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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2019, Volume 16, Pages 1–20
DOI: https://doi.org/10.33048/semi.2019.16.001 (Mi semr1043) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Probability theory and mathematical statistics

Large deviations for processes on half-line: Random Walk and Compound Poisson Process

F. C. Klebanera, A. A. Mogulskiib

a School of Mathematical Sciences, Monash University, Australia
b Sobolev Institute of Mathematics, pr. Koptyuga, 4, Novosibirsk, 630090, Russia
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DOI: https://doi.org/10.33048/semi.2019.16.001
Abstract: We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\mathbb{V}$ of functions of finite variation on $[0,\infty)$ with the modified Borovkov metric.
Keywords: Large Deviations, Random Walk, Compound Poisson Process, Cramer's condition, rate function, Extended Large Deviation Principle.
Funding agency Grant number
Russian Foundation for Basic Research 18-01-00101_а
Siberian Branch of Russian Academy of Sciences I.1.3., project No. 0314-2016-0008
Australian Research Council DP150103588
This research was supported by the Russian Fund for Fundamental Research (projects number 18-01-00101$\backslash$18), by the program of fundamental scientific researches of the SB RAS No. I.1.3., project No. 0314-2016-0008 and the Australian Research Council Grant DP150103588.
Received July 2, 2018, published January 24, 2019
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60F10, 60G50, 60H10, 60J60
Language: English
Citation: F. C. Klebaner, A. A. Mogulskii, “Large deviations for processes on half-line: Random Walk and Compound Poisson Process”, Sib. Èlektron. Mat. Izv., 16 (2019), 1–20
Citation in format AMSBIB
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\by F.~C.~Klebaner, A.~A.~Mogulskii
\paper Large deviations for processes on half-line: Random Walk and Compound Poisson Process
\jour Sib. \`Elektron. Mat. Izv.
\yr 2019
\vol 16
\pages 1--20
\mathnet{http://mi.mathnet.ru/semr1043}
\crossref{https://doi.org/10.33048/semi.2019.16.001}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000462268100001}
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    • This publication is cited in the following 3 articles:
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    Full-text PDF :141
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