Abstract
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.
Original language | English |
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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