The extended large deviation principle for a process with independent increments

Mogulskii A. A.

首页> 外文期刊>Siberian Mathematical Journal >The extended large deviation principle for a process with independent increments

【24h】

The extended large deviation principle for a process with independent increments

机译：具有独立增量的过程的扩展大偏差原理

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Considering a process with independent increments under the moment Cram,r condition, we establish the extended large deviation principle in the space of functions without discontinuities of the second kind which is endowed with the Borovkov metric.

机译：考虑到矩阵，R条件下的独立增量的过程，我们在函数空间中建立了延长的大偏差原理，而不赋予Borovkov度量的第二种不连续性。

著录项

来源
《Siberian Mathematical Journal》 |2017年第3期|共10页
作者
Mogulskii A. A.;
展开▼
作者单位

Sobolev Inst Math Novosibirsk Russia;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类数学;
关键词
compound Poisson process; process with independent increments; Cramer condition; deviation rate function; large deviation principle; function with bounded variation; space of functions without discontinuities of the second kind; Borovkov metric;

机译：复合泊松过程;具有独立增量的过程;克莱默条件;偏差率函数;偏差原理;功能有界变异;函数空间没有不连续的第二种;Borovkov度量;

相似文献

外文文献
中文文献
专利

1. Extended Large Deviation Principle for Trajectories of Processes with Independent and Stationary Increments on the Half-line [J] . Klebaner F. C., Logachov A. V., Mogulskii A. A. Problems of information transmission . 2020,第1期

机译：半线独立和静止增量的流程轨迹的大偏差原理
2. Inequalities and principles of large deviations for the trajectories of processes with independent increments [J] . Borovkov A.A., Mogulskiǐ A.A. Siberian Mathematical Journal . 2013,第2期

机译：具有独立增量的过程轨迹的大偏差的不等式和原理
3. Conditional Moderately Large Deviation Principles for the Trajectories of Random Walks and Processes with Independent Increments [J] . A. A. Borovkov, A. A. Mogulskki? Siberian Advances in Mathematics . 2015,第1期

机译：具有独立增量的随机游动和过程轨迹的条件中等适度偏差原理
4. Linear independent increment process with linear standard deviation function for degradation analysis [C] . Zhihua Wang, Huimin Fu, Yongbo Zhang Proceedings of 2013 10th International Bhurban Conference on Applied Sciences amp; Technology . 2013

机译：具有线性标准偏差函数的线性独立增量过程，用于降级分析
5. Applications of large deviations principles to options pricing and portfolio choice [D] . Robertson, Scott 2009

机译：大偏差原理在期权定价和投资组合选择中的应用
6. Independent processing of increments and decrements in odorant concentration by ON and OFF olfactory receptor neurons [O] . Harald Tichy, Maria Hellwig -1

机译：通过ON和OFF嗅觉受体神经元独立处理气味浓度的增减
7. Large deviations for Poisson random measures and processes with independent increments [O] . Léonard C. 2000

机译：具有独立增量的Poisson随机量度和过程的较大偏差
8. Large Deviations for Processes with Independent Increments. [R] . Lynch, J., Sethuraman, J. 1984

机译：具有独立增量的过程的大偏差。

The extended large deviation principle for a process with independent increments

摘要

著录项

相似文献

相关主题

期刊订阅