This paper strengthens and generalizes some theorems proved earlier by Lynch and Sethuraman on large deviations (LD) for random processes with independent increments.
Publié le : 1993-01-14
Classification:
Large deviations,
deviation function,
rate function,
stationary and independent increments,
60F10,
60J30,
60E07
@article{1176989401,
author = {Mogulskii, A. A.},
title = {Large Deviations for Processes with Independent Increments},
journal = {Ann. Probab.},
volume = {21},
number = {4},
year = {1993},
pages = { 202-215},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989401}
}
Mogulskii, A. A. Large Deviations for Processes with Independent Increments. Ann. Probab., Tome 21 (1993) no. 4, pp. 202-215. http://gdmltest.u-ga.fr/item/1176989401/