Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line

Author:

Klebaner F. C.,Logachov A. V.,Mogulskii A. A.

Publisher

Pleiades Publishing Ltd

Subject

Computer Networks and Communications,Computer Science Applications,Information Systems

Reference21 articles.

1. Borovkov, A.A., Teoriya veroyatnostei (Probability Theory), Moscow: Librokom, 2009, 5th ed.

2. Borovkov, A.A., The Convergence of Distributions of Functionals of Stochastic Processes, Uspekhi Mat. Nauk, 1972, vol. 27, no. 1 (163), pp. 3–41 [Russian Math. Surveys (Engl. Transl.), 1972, vol. 27, no. 1, pp. 1–42].

3. Borovkov, A.A., The Rate of Convergence in the Invariance Principle, Teor. Veroyatn. Primen., 1973, vol. 18, no. 2, pp. 217–234 [Theory Probab. Appl. (Engl. Transl.), 1974, vol. 18, no. 2, pp. 207–225].

4. Skorokhod, A.V., Limit Theorems for Random Processes, Teor. Veroyatnost. i Primenen., 1956, vol. 1, no. 2, pp. 289–319 [Theory Probab. Appl. (Engl. Transl.), 1956, vol. 1, no. 3, pp. 261–290].

5. Borovkov, A.A. and Mogulskii, A.A., Large Deviation Principles for Random Walk Trajectories. I, II, III, Teor. Veroyatn. Primen., 2011, vol. 56, no. 4, pp. 627–655; 2012, vol. 57, no. 1, pp. 3–34; 2013, vol. 58, no. 1, pp. 37–52 [Theory Probab. Appl. (Engl. Transl.), 2012, vol. 56, no. 4, pp. 538–561; 2013, vol. 57, no. 1, pp. 1–27; 2014, vol. 58, no. 1, pp. 25–37].

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