| Moderate deviations and functional limits for random processes with stationary and independent increments |
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| 引用本文： | GAO Fuqing School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China. Moderate deviations and functional limits for random processes with stationary and independent increments[J]. 中国科学A辑(英文版), 2006, 49(12): 1753-1767. DOI: 10.1007/s11425-006-2018-0 |
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| 作者姓名： | GAO Fuqing School of Mathematics and Statistics Wuhan University Wuhan 430072 China |
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| 作者单位： | GAO Fuqing School of Mathematics and Statistics，Wuhan University，Wuhan 430072，China |
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| 摘 要： | We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Ledoux's condition. Then we apply the result to the functional limits for increments of the processes and obtain some Csorgo-Revesz type functional laws of the iterated logarithm.
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| 收稿时间： | 2005-01-07 |
| 修稿时间： | 2006-04-12 |
Moderate deviations and functional limits for random processes with stationary and independent increments |
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| GAO Fuqing. Moderate deviations and functional limits for random processes with stationary and independent increments[J]. Science in China(Mathematics), 2006, 49(12): 1753-1767. DOI: 10.1007/s11425-006-2018-0 |
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| Authors: | GAO Fuqing |
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| Affiliation: | School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China |
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| Abstract: | We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Ledoux's condition. Then we apply the result to the functional limits for increments of the processes and obtain some Csorgo-Revesz type functional laws of the iterated logarithm. |
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| Keywords: | moderate deviations large deviations functional limits processes with independent increment |
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