Large Deviation Principles for Random Walk Trajectories. I (Q4907604)
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scientific article; zbMATH DE number 6134403
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| English | Large Deviation Principles for Random Walk Trajectories. I |
scientific article; zbMATH DE number 6134403 |
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Large Deviation Principles for Random Walk Trajectories. I (English)
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4 February 2013
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Cramér's moment conditions
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random walk
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large deviations
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Sanov's theorem
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large deviations of empirical distributions
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integro-local Gnedenko theorem
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integro-local Stone-Shepp theorem
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