Extended large deviations

DOI10.1007/BF02213574zbMath0806.60015MaRDI QIDQ1332408

David M. Mason, Michel Broniatowski

Publication date: 17 October 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

large deviationincrements of partial sumsfunctional Erdős-Rényi lawsfunctional large deviation principle

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Functional Erdős-Rényi laws for processes indexed by sets ⋮ Large-deviation probability and the local dimension of sets

Cites Work

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• Exact convergence rate in the limit theorems of Erdős-Rényi and Shepp
• Limit laws of Erdős-Rényi-Shepp type
• An extended version of the Erdős-Rényi strong law of large numbers
• On a new law of large numbers
• A unified formulation of the central limit theorem for small and large deviations from the mean
• A Functional Form of the Erdos-Renyi Law of Large Numbers
• Asymptotic probabilities and differential equations
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Large deviations for processes with independent increments

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