Conditional moderately large deviation principles for the trajectories of random walks and processes with independent increments

Author:

Borovkov A. A.,Mogul’skiĭ A. A.

Publisher

Allerton Press

Subject

General Mathematics

Reference18 articles.

1. A. A. Borovkov, “Boundary-value problems for random walks and large deviations in function spaces,” Teor. Veroyatnost. i Primenen. 12, 635 (1967) [Theory Probab. Appl. 12, 575 (1967)].

2. A. A. Borovkov, Probability Theory (Librokom, Moscow, 2009; Springer, London, 2013).

3. A. A. Borovkov and K. A. Borovkov, Asymptotic Analysis of Random Walks. Vol. I: Slowly Decreasing Jump Distributions. (Fizmatlit, Moscow, 2008) [in Russian].

4. A. A. Borovkov and A. A. Mogul’skiĭ, “Integro-local and integral theorems for sums of random variables with semiexponential distributions,” Sibirsk. Mat. Zh. 47, 1218 (2006) [Siberian Math. J. 47, 990 (2010)].

5. A. A. Borovkov and A. A. Mogul’skiĭ, “On large deviation principles in metric spaces,” Sibirsk. Mat. Zh. 51, 1251 (2010) [Siberian Math. J. 51, 989 (2010)].

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