A Donsker-Varadhan type of invariance principle

DOI10.1007/BF00575529zbMATH Open0458.60043MaRDI QIDQ3908253FDOQ3908253

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

• Asymptotic evaluation of certain markov process expectations for large time, I
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic evaluation of certain Markov process expectations for large time—III
• An invariance principle for the law of the iterated logarithm
• On the Maximum Partial Sums of Sequences of Independent Random Variables
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• Asymptotic evaluation of certain markov process expectations for large time, II
• Title not available (Why is that?)
• Convergence of moments and related functional in the general central limit theorem in banach spaces
• The other law of the iterated logarithm
• On laws of the iterated logarithm for local times
• Title not available (Why is that?)
• Maxima of partial sums of independent random variables

Cited In (4)

• An invariance principle for the local time of a recurrent random walk
• Asymptotics of sums of random variables from the domain of attraction of a stable law
• 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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