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Sibirskii Matematicheskii Zhurnal, 2013, Volume 54, Number 2, Pages 286–297 (Mi smj2420)  

This article is cited in 10 scientific papers (total in 10 papers)

Inequalities and principles of large deviations for the trajectories of processes with independent increments

A. A. Borovkov, A. A. Mogul'skiĭ

Sobolev Institute of Mathematics, Novosibirsk, Russia
References:
Abstract: We consider a homogeneous process $S(t)$ on $[0,\infty)$ with independent increments, establish the local and ordinary large deviation principles for the trajectories of the processes $s_T(t):=\frac1TS(tT)$, $t\in[0,1]$, as $T\to\infty$, and obtain a series of inequalities for the distributions of the trajectories of $S(t)$.
Keywords: process with independent increments, Cramer's condition, function of deviations, large deviation principle (LDP), local large deviation principle (local LDP), Chebyshev-type inequality, convex set.
Received: 15.06.2012
English version:
Siberian Mathematical Journal, 2013, Volume 54, Issue 2, Pages 217–226
DOI: https://doi.org/10.1134/S0037446613020055
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Borovkov, A. A. Mogul'skiǐ, “Inequalities and principles of large deviations for the trajectories of processes with independent increments”, Sibirsk. Mat. Zh., 54:2 (2013), 286–297; Siberian Math. J., 54:2 (2013), 217–226
Citation in format AMSBIB
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\by A.~A.~Borovkov, A.~A.~Mogul'ski{\v\i}
\paper Inequalities and principles of large deviations for the trajectories of processes with independent increments
\jour Sibirsk. Mat. Zh.
\yr 2013
\vol 54
\issue 2
\pages 286--297
\mathnet{http://mi.mathnet.ru/smj2420}
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\transl
\jour Siberian Math. J.
\yr 2013
\vol 54
\issue 2
\pages 217--226
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  • https://www.mathnet.ru/eng/smj/v54/i2/p286
  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Сибирский математический журнал Siberian Mathematical Journal
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    Abstract page:450
    Full-text PDF :160
    References:78
    First page:5
     
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