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

trajectories; invariance principle; large deviations; random walk; Arzela-Ascoli theorem; Gärtner-Ellis theorems

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60F10: Large deviations

60B10: Convergence of probability measures

Related Items

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

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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