An Example of Large Deviations for a Stationary Process

DOI10.1137/S0040585X97977483MaRDI QIDQ4510018zbMATH OpenOpenAlexFDO

Authors O. V. Gulinsky, R. Liptser

Publication date 19 October 2000

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

Full work available at URL https://doi.org/10.1137/s0040585x97977483

zbMATH Keywords

large deviationSkorokhod spaceWold decomposition

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10)

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Cited in

(1)

• Moderate deviations for dynamic model governed by stationary process

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