A Donsker-Varadhan type of invariance principle

DOI10.1007/BF00575529MaRDI QIDQ3908253zbMATH OpenFDO

Authors Naresh C. Jain

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

domain of attraction of a stable lawestimates of Donsker-Varadhan typelimit behavior of small values

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Cites work

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• An invariance principle for the law of the iterated logarithm
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• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• Maxima of partial sums of independent random variables
• On laws of the iterated logarithm for local times
• On the Maximum Partial Sums of Sequences of Independent Random Variables
• The other law of the iterated logarithm

Cited in

(4)

• Asymptotics of sums of random variables from the domain of attraction of a stable law
• An invariance principle for the local time of a recurrent random walk
• On the other LIL for variables without finite variance
• On almost sure limit inferior for B-valued stochastic processes and applications

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