Moderate deviations and functional limits for random processes with stationary and independent increments  

作　　者：GAO Fuqing 

机构地区：[1]School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China

出　　处：《Science China Mathematics》2006年第12期1753-1767,共15页中国科学：数学（英文版）

基　　金：This work was partially supported by the National Natural Science Foundation of China (Grant No.10271091).

摘　　要：We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Ledoux's condition. Then we apply the result to the functional limits for increments of the processes and obtain some Csorgo-Revesz type functional laws of the iterated logarithm.We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Ledoux's condition.Then we apply the result to laws of the iterated logarithm.

关 键 词：moderate deviations large deviations functional limits processes with INDEPENDENT increment. 

分 类 号：N[自然科学总论]