Large Deviation Principles for Random Walk Trajectories. II

DOI10.1137/S0040585X97985765zbMath1279.60037OpenAlexW4250239821MaRDI QIDQ5298803

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 14 June 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97985765

zbMATH Keywords

deviation integrallocal large deviation principleextended large deviation principle in the space of functions without discontinuities of the second kind

Mathematics Subject Classification ID

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

Related Items (2)

Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Large deviations of convex hulls of planar random walks and Brownian motions

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