Large deviations for processes on half-line

被引：3

作者：

Klebaner, F. C. ^{[1
]}

Logachov, A. V. ^{[2
]}

Mogulskii, A. A. ^{[3
]}

机构：

[1] Monash Univ, Clayton, Vic 3800, Australia

[2] Novosibirsk State Univ, Novosibirsk, Russia

[3] Sobolev Inst Math, Omsk, Russia

来源：

ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2015年 / 20卷

基金：

澳大利亚研究理事会;

关键词：

Large Deviations; Random Walk; Diffusion processes; RANDOM-WALKS; TRAJECTORIES;

D O I：

10.1214/ECP.v20-4130

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider a sequence of processes X-n(t) defined on the half-line 0 <= t < infinity, n = 1, 2, .... We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with metric rho(kappa)(f, g) = sup(t >= 0) vertical bar f(t) - g(t)vertical bar/1 + t(1+kappa), kappa >= 0. LDP is established for Random Walks and Diffusions defined on the half-line. LDP in this space is "more precise" than that with the usual metric of uniform convergence on compacts.

引用

页码：1 / 14

页数：14

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