Аннотация:
We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\mathbb{V}$ of functions of finite variation on $[0,\infty)$ with the modified Borovkov metric.
Ключевые слова:Large Deviations, Random Walk, Compound Poisson Process, Cramer's condition, rate function, Extended Large Deviation Principle.