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.