Exponential convergence in probability for empirical means of Brownian motion and of random walks
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Publication:1303905
DOI10.1023/A:1021671630755zbMath0932.60053MaRDI QIDQ1303905
Publication date: 7 March 2000
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Large deviations (60F10)
Related Items (6)
Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ Moderate deviations for stationary sequences of bounded random variables ⋮ Differentiability of spectral functions for relativistic \(\alpha\)-stable processes with application to large deviations ⋮ Exponential convergence in probability for empirical means of Lévy processes ⋮ Differentiability of spectral functions for symmetric $\alpha$-stable processes ⋮ Moderate deviations for martingale differences and applications to φ -mixing sequences
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