Functional large deviation principles for first-passage-time processes
Functional large deviation principles for first-passage-time processes
复制标题
首次通过过程的功能性大偏差原理
DOI：
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发表时间：
1997
期刊：
影响因子：
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通讯作者：
W. Whitt
中科院分区：
文献类型：
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作者：
A. Puhalskii;W. Whitt
我们应用了广义收缩原理和概率中的超指数收敛性，证明了随机过程序列的泛函大偏差原理对相关的（cid:12）初始通过时间序列或逆过程具有相应的泛函大偏差原理。在原过程结果的基础上，建立了逆过程和中心逆过程的大偏差原理。我们将这些结果应用于更新过程和独立更新过程叠加的泛函大偏差原理。
We apply an extended contraction principle and superexponential con- vergence in probability to show that a functional large deviation principle for a sequence of stochastic processes implies a corresponding functional large deviation principle for an associated sequence of (cid:12)rst-passage-time or inverse processes. Large deviation principles are established for both inverse processes and centered inverse processes, based on corresponding results for the original process. We apply these results to obtain functional large deviation principles for renewal processes and superpositions of independent renewal processes.