Large Deviations Application to Billingsley's Example

DOI10.1080/07474946.2010.487429zbMath1319.60053arXiv0905.4334OpenAlexW2084197205MaRDI QIDQ4931848

Robert Sh. Liptser

Publication date: 1 October 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.4334

zbMATH Keywords

stopping timelarge deviations principleempirical distribution

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Large deviations, moderate deviations and LIL for empirical processes
• The method of stochastic exponentials for large deviations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Large Deviations Application to Billingsley's Example