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Sibirskii Matematicheskii Zhurnal, 2023, Volume 64, Number 1, Pages 133–151
DOI: https://doi.org/10.33048/smzh.2023.64.113 (Mi smj7752) 		 
Moderate deviation principles for the trajectories of inhomogeneous random walks

A. V. Logachovabc, A. A. Mogul'skiiab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University
c Novosibirsk State Technical University
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DOI: https://doi.org/10.33048/smzh.2023.64.113
Abstract: We obtain some moderate deviation principles for the random broken lines constructed from the sums of differently distributed independent random variables under broad assumptions about moments.
Keywords: random walk, large deviation principle, moderate deviation principle, exponential tightness.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-282
The work is supported by the Mathematical Center in Akademgorodok under Agreement 075–15–2022–282 with the Ministry of Science and Higher Education of the Russian Federation.
Received: 07.11.2021
Revised: 04.10.2022
Accepted: 10.10.2022
English version:
Siberian Mathematical Journal, 2023, Volume 64, Issue 1, Pages 111–127
DOI: https://doi.org/10.1134/S0037446623010135
Document Type: Article
UDC: 519.2
MSC: 35R30
Language: Russian
Citation: A. V. Logachov, A. A. Mogul'skii, “Moderate deviation principles for the trajectories of inhomogeneous random walks”, Sibirsk. Mat. Zh., 64:1 (2023), 133–151; Siberian Math. J., 64:1 (2023), 111–127
Citation in format AMSBIB
\Bibitem{LogMog23}
\by A.~V.~Logachov, A.~A.~Mogul'skii
\paper Moderate deviation principles for the trajectories of inhomogeneous random walks
\jour Sibirsk. Mat. Zh.
\yr 2023
\vol 64
\issue 1
\pages 133--151
\mathnet{http://mi.mathnet.ru/smj7752}
\transl
\jour Siberian Math. J.
\yr 2023
\vol 64
\issue 1
\pages 111--127
\crossref{https://doi.org/10.1134/S0037446623010135}
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