A Donsker-Varadhan type of invariance principle

DOI10.1007/BF00575529zbMath0458.60043MaRDI QIDQ3908253

Naresh C. Jain

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

domain of attraction of a stable lawestimates of Donsker-Varadhan typelimit behavior of small values

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (4)

On almost sure limit inferior for \(B\)-valued stochastic processes and applications ⋮ On the other LIL for variables without finite variance ⋮ Asymptotics of sums of random variables from the domain of attraction of a stable law ⋮ An invariance principle for the local time of a recurrent random walk

Cites Work

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• Convergence of moments and related functional in the general central limit theorem in banach spaces
• An invariance principle for the law of the iterated logarithm
• Maxima of partial sums of independent random variables
• On the Maximum Partial Sums of Sequences of Independent Random Variables

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