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January, 1993 Large Deviations for Processes with Independent Increments
A. A. Mogulskii
Ann. Probab. 21(1): 202-215 (January, 1993). DOI: 10.1214/aop/1176989401

Abstract

This paper strengthens and generalizes some theorems proved earlier by Lynch and Sethuraman on large deviations (LD) for random processes with independent increments.

Citation

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A. A. Mogulskii. "Large Deviations for Processes with Independent Increments." Ann. Probab. 21 (1) 202 - 215, January, 1993. https://doi.org/10.1214/aop/1176989401

Information

Published: January, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0769.60026
MathSciNet: MR1207223
Digital Object Identifier: 10.1214/aop/1176989401

Subjects:
Primary: 60F10
Secondary: 60E07 , 60J30

Keywords: deviation function , large deviations , Rate function , stationary and independent increments

Rights: Copyright © 1993 Institute of Mathematical Statistics

Vol.21 • No. 1 • January, 1993
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