The extended large deviation principle for a process with independent increments
- Авторлар: Mogul’skiĭ A.A.1
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Мекемелер:
- Sobolev Institute of Mathematics
- Шығарылым: Том 58, № 3 (2017)
- Беттер: 515-524
- Бөлім: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171237
- DOI: https://doi.org/10.1134/S0037446617030144
- ID: 171237
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
A. Mogul’skiĭ
Sobolev Institute of Mathematics
Хат алмасуға жауапты Автор.
Email: mogul@math.nsc.ru
Ресей, Novosibirsk
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