LARGE DEVIATION PRINCIPLES FOR RANDOM WALKS WITH REGULARLY VARYING DISTRIBUTIONS OF JUMPS

A. A. Borovkov

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LARGE DEVIATION PRINCIPLES FOR RANDOM WALKS WITH REGULARLY VARYING DISTRIBUTIONS OF JUMPS

机译：跳跃分布随机变化的随机行走的大偏差原理

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摘要

We establish the local and so-called “extended” large deviation principles (see [1, 2]) for random walks whose jumps fail to satisfy Cram′er’s condition but have distributions varying regularly at infinity.

机译：我们建立了随机行走的局部且所谓的“扩展”大偏离原理（请参阅[1，2]），其随机跳步不能满足Cram'er的条件，但分布在无穷远处有规律地变化。

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《Siberian Mathematical Journal》 |2011年第3期|共9页
作者
A. A. Borovkov;
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正文语种 eng
中图分类数学;
关键词
large deviation principle; local large deviation principle; extended large deviation principle; random walks; regularly varying distributions;

机译：大偏差原理;局部大偏差原理;扩展大偏差原理;随机游动;规则变化的分布;

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专利

1. LARGE DEVIATION PRINCIPLES FOR RANDOM WALKS WITH REGULARLY VARYING DISTRIBUTIONS OF JUMPS [J] . A. A. Borovkov Siberian Mathematical Journal . 2011,第3期

机译：跳跃分布随机变化的随机行走的大偏差原理
2. The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution [J] . Mikosch T., Ra?kauskas A. Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2010,第4期

机译：规则变化的跳跃大小分布的随机游走的最大增量的极限分布
3. The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes [J] . Mikosch T., Moser M. Probability Theory and Related Fields . 2013,第1a2期

机译：随规则变化的跳跃大小而变化的随机游走的最大增量的极限分布
4. Optimal rare event Monte Carlo for Markov modulated regularly varying random walks [C] . Murthy K.R.A., Juneja S., Blanchet J. Winter Simulation Conference . 2013

机译：马尔可夫调制规则变化随机游动的最佳罕见事件蒙特卡洛
5. Limiting distributions and large deviations for random walks in random environments [D] . Peterson, Jonathon Robert 2008

机译：随机环境中随机游动的极限分布和大偏差
6. Large deviation principle for the mean reflected stochastic differential equation with jumps [O] . Yumeng Li -1

机译：跳跃平均反射随机微分方程的大偏差原理
7. The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution [O] . Thomas Mikosch, et al. 2010

机译：规则变化的跳跃大小分布的随机游走的最大增量的极限分布
8. Random Walk with a Heavy-Tailed Jump Distribution. [R] . Cohen, J. W. 2000

机译：具有重尾跳跃分布的随机游走。

LARGE DEVIATION PRINCIPLES FOR RANDOM WALKS WITH REGULARLY VARYING DISTRIBUTIONS OF JUMPS

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