On the Cramér transform, large deviations in boundary value problems, and the conditional invariance principle

DOI10.1007/BF02109831zbMath0915.60043OpenAlexW2328149345MaRDI QIDQ1921795

Aleksandr A. Borovkov

Publication date: 4 July 1999

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02109831

zbMATH Keywords

large deviationsCramér transformconditional invariance principle

Mathematics Subject Classification ID

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

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Cites Work

• Sanov property, generalized I-projection and a conditional limit theorem
• On the Rate of Convergence in the “Conditional” Invariance Principle
• CONVERGENCE OF MEASURES AND RANDOM PROCESSES
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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