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Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line
Problems of Information Transmission ( IF 0.5 ) Pub Date : 2020-04-16 , DOI: 10.1134/s0032946020010068
F. C. Klebaner , A. V. Logachov , A. A. Mogulskii

We establish an extended large deviation principle for processes with independent and stationary increments on the half-line under the Cramer moment condition in the space of functions of bounded variation without discontinuities of the second kind equipped with the Borovkov metric.

中文翻译:

半线上具有独立和固定增量的过程轨迹的扩展大偏差原理

我们建立了一个扩展的大偏差原理,用于在克雷默矩条件下,在有界变化函数的空间中具有独立且平稳的增量的半线上过程,该过程没有第二种配备Borovkov度量的间断。
更新日期:2020-04-16
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