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
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
We use process level large deviation analysis to obtain the rate function for a general family of oc...
AbstractWe present a method for proving the large-deviation principle for processes with paths in th...
In this paper we consider a family of processes which satisfies the large deviation principle with a...
We show a principle of large deviations for sums of random variables which themselve obey a principl...
The aim of this paper is to prove results on large deviations for a class of counting processes, an...
This article proves that the on-off renewal process with Weibull sojourn times satisfies the large d...
We consider a class of rescaled superprocesses and derive a full large deviation principle with a go...
We consider a class of rescaled superprocesses and derive a full large deviation principle with a go...
We prove a large deviation principle for a stationary Gaussian process over Rb,indexed by Ζd (for so...
We prove the existence of a rate function and the validity of the large deviation principle for a ge...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
We use process level large deviation analysis to obtain the rate function for a general family of oc...
AbstractWe present a method for proving the large-deviation principle for processes with paths in th...
In this paper we consider a family of processes which satisfies the large deviation principle with a...
We show a principle of large deviations for sums of random variables which themselve obey a principl...
The aim of this paper is to prove results on large deviations for a class of counting processes, an...
This article proves that the on-off renewal process with Weibull sojourn times satisfies the large d...
We consider a class of rescaled superprocesses and derive a full large deviation principle with a go...
We consider a class of rescaled superprocesses and derive a full large deviation principle with a go...
We prove a large deviation principle for a stationary Gaussian process over Rb,indexed by Ζd (for so...
We prove the existence of a rate function and the validity of the large deviation principle for a ge...
AbstractWe consider the path-valued process called the Brownian snake, conditioned so that its lifet...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
We use process level large deviation analysis to obtain the rate function for a general family of oc...
AbstractWe present a method for proving the large-deviation principle for processes with paths in th...
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