Large deviations for trajectories of sums of independent random variables

DOI10.1007/BF02213359zbMath0808.60032MaRDI QIDQ1314304

Paul H. Schuette

Publication date: 15 March 1995

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

trajectoriesinvariance principlelarge deviationsrandom walkArzela-Ascoli theoremGärtner-Ellis theorems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Convergence of probability measures (60B10)

Related Items (4)

Large deviations: From empirical mean and measure to partial sums process ⋮ Moderate deviation principles for trajectories of sums of independent Banach space valued random variables ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Large deviations for trajectories of sums of independent random variables

Cites Work

• Markov additive processes. I: Eigenvalue properties and limit theorems
• Large deviations for a general class of random vectors
• Large deviations for trajectories of sums of independent random variables
• Upper bounds for large deviations of dependent random vectors
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• On Large Deviations from the Invariant Measure
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
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