The large deviation principle for certain series

DOI10.1051/ps:2004010zbMath1171.60324OpenAlexW2126052348MaRDI QIDQ4671815

Miguel A. Arcones

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__200_0

zbMATH Keywords

stochastic processesLarge deviations

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10) General theory of stochastic processes (60G07)

Related Items (3)

Large and moderate deviations of empirical processes with nonstandard rates ⋮ Comparison for upper tail probabilities of random series ⋮ Exact upper tail probabilities of random series

Cites Work

• The Supremum of Some Canonical Processes
• The Large Deviation Principle for Stochastic Processes. Part I
• The Large Deviation Principle for Stochastic Processes. II
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
• Asymptotic probabilities and differential equations
• Large deviations for processes with independent increments
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