Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums (Q5009795): Difference between revisions

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Revision as of 21:38, 19 April 2024

scientific article; zbMATH DE number 7379415
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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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