Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums (Q5009795): Difference between revisions
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scientific article; zbMATH DE number 7379415
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English | Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums |
scientific article; zbMATH DE number 7379415 |
Statements
6 August 2021
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random walk
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large deviations
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contraction principle
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non-standard large deviations principle
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metric large deviations principle
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extended large deviations principle
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kernel-weighted sum
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weighted sum
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Cramér's theorem
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Skorokhod topology \(M'_1\)
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relaxation
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weak-* topology
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directional decomposition of total variation
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math.PR
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math.OC
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