Inequalities and principles of large deviations for the trajectories of processes with independent increments |
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Authors: | A. A. Borovkov A. A. Mogul’skiĭ |
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Affiliation: | 12005. Sobolev Institute of Mathematics, Novosibirsk, Russia
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Abstract: | We consider a homogeneous process S(t) on [0,∞) with independent increments, establish the local and ordinary large deviation principles for the trajectories of the processes $s_T (t): = tfrac{1} {T}S(tT) $ , t ∈ [0, 1], as T → ∞, and obtain a series of inequalities for the distributions of the trajectories of S(t). |
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