The extended large deviation principle for a process with independent increments
- Авторы: Mogul’skiĭ A.1
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Учреждения:
- Sobolev Institute of Mathematics
- Выпуск: Том 58, № 3 (2017)
- Страницы: 515-524
- Раздел: Article
- URL: https://journals.rcsi.science/0037-4466/article/view/171237
- DOI: https://doi.org/10.1134/S0037446617030144
- ID: 171237
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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.
Об авторах
A. Mogul’skiĭ
Sobolev Institute of Mathematics
Автор, ответственный за переписку.
Email: mogul@math.nsc.ru
Россия, Novosibirsk