کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154406 958384 2008 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Large deviations for the time-integrated negative parts of some processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Large deviations for the time-integrated negative parts of some processes
چکیده انگلیسی
In this paper we consider a family of processes which satisfies the large deviation principle with a good rate function; then we prove the large deviation principle for the family of the corresponding time-integrated negative parts, with the application of the so-called contraction principle. An explicit expression of the rate function is presented for a class of examples.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 1, January 2008, Pages 75-83
نویسندگان
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