论文标题

一类钢化下属及其反向过程的巨大偏差

Large deviations for a class of tempered subordinators and their inverse processes

论文作者

Leonenko, Nikolai, Macci, Claudio, Pacchiarotti, Barbara

论文摘要

我们考虑了一类钢化下的下属,即一类具有一维边缘矫正分布的下属,这些分布属于[3]中研究的家庭。本文的主要贡献是无中心的中度偏差。更准确地说,我们是指一类大偏差原则,这些原理填补了某些非高斯相同分布的随机变量与其普通法的(微不足道)弱收敛之间的差距,以及其他相关的随机变量与常数的收敛性。其他一些次要结果涉及本文考虑的钢化下属的逆逆偏差。实际上,在某些结果中,这些反向过程显示为其他独立过程的随机时间变化。

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate deviations result. More precisely we mean a class of large deviation principles that fill the gap between the (trivial) weak convergence of some non-Gaussian identically distributed random variables to their common law, and the convergence of some other related random variables to a constant. Some other minor results concern large deviations for the inverse of the tempered subordinators considered in this paper; actually, in some results, these inverse processes appear as random time-changes of other independent processes.

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