Email this article The extended large deviation principle for a process with independent increments
- Authors: Mogul’skiĭ A.A.1
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Affiliations:
- Sobolev Institute of Mathematics
- Issue: Vol 58, No 3 (2017)
- Pages: 515-524
- Section: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171237
- DOI: https://doi.org/10.1134/S0037446617030144
- ID: 171237
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Abstract
Considering a process with independent increments under the moment Cramér condition, we establish the extended large deviation principle in the space of functions without discontinuities of the second kind which is endowed with the Borovkov metric.
About the authors
A. A. Mogul’skiĭ
Sobolev Institute of Mathematics
Author for correspondence.
Email: mogul@math.nsc.ru
Russian Federation, Novosibirsk
