Abstract:
The deviation functional (or integral) describes the logarithmic asymptotics of the probabilities of large deviations of trajectories of the random walks generated by the sums of random variables (vectors) (see [1, 2] for instance). In this article we define it on a broader function space than previously and under weaker assumptions on the distributions of jumps of the random walk. The deviation integral turns out the Darboux integral $\int F(t,u)$ of a semiadditive interval function $F(t,u)$ of a particular form. We study the properties of the deviation integral and use the results elsewhere in [3] to prove some generalizations of the large deviation principle established previously under rather restrictive assumptions.
Keywords:Cramér condition, deviation function, random walk, deviation functional, deviation integral, variation of a function, semiadditive function, Darboux integral.