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Large Deviation Principles for Random Walk Trajectories. III - MaRDI portal

Large Deviation Principles for Random Walk Trajectories. III (Q5166313)

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scientific article; zbMATH DE number 6308869
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Large Deviation Principles for Random Walk Trajectories. III
scientific article; zbMATH DE number 6308869

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    Large Deviation Principles for Random Walk Trajectories. III (English)
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    26 June 2014
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    extended large deviation principle in the space of functions of bounded variation
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    local large deviation principle
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    integro-local Gnedenko and Stone-Shepp theorems
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    Sanov theorem
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    large deviations of empirical distributions
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