Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 1-20 |
| Number of pages | 20 |
| Journal | Siberian Electronic Mathematical Reports |
| Volume | 16 |
| DOIs | |
| Publication status | Published - 2019 |
Keywords
- Large Deviations
- Random Walk
- Compound Poisson Process
- Cramer’s condition
- rate function
- Extended Large Deviation Principle
Cite this
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Large Deviations for processes on half-line : Random Walk and Compound Poisson. / Klebaner, Fima C; Mogulskii, Anatolii Alfredovich.
In: Siberian Electronic Mathematical Reports, Vol. 16, 2019, p. 1-20.Research output: Contribution to journal › Article › Research › peer-review
TY - JOUR
T1 - Large Deviations for processes on half-line
T2 - Random Walk and Compound Poisson
AU - Klebaner, Fima C
AU - Mogulskii, Anatolii Alfredovich
PY - 2019
Y1 - 2019
N2 - We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space V of functions of finite variation on [0;1) with the modified Borovkov metric.
AB - We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space V of functions of finite variation on [0;1) with the modified Borovkov metric.
KW - Large Deviations
KW - Random Walk
KW - Compound Poisson Process
KW - Cramer’s condition
KW - rate function
KW - Extended Large Deviation Principle
U2 - 10.33048/semi.2019.16.001
DO - 10.33048/semi.2019.16.001
M3 - Article
VL - 16
SP - 1
EP - 20
JO - Siberian Electronic Mathematical Reports
JF - Siberian Electronic Mathematical Reports
SN - 1813-3304
ER -