Small Deviations in a Space of Trajectories
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Publication:4091199
DOI10.1137/1119081zbMATH Open0326.60061OpenAlexW2004357970MaRDI QIDQ4091199FDOQ4091199
Publication date: 1974
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1119081
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Cited In (29)
- Extension of the Invariance Principle for Compound Renewal Processes to the Zones of Moderately Large and Small Deviations
- Title not available (Why is that?)
- On the rates of the other law of the logarithm
- Small ball estimates in \(p\)-variation for stable processes
- Small ball probabilities for a class of time-changed self-similar processes
- Small Deviations of Sums of Correlated Stationary Gaussian Sequences
- Almost sure convergence for stochastically biased random walks on trees
- Small ball probabilities for integrals of weighted Brownian motion
- Near critical preferential attachment networks have small giant components
- Chung LIL for integrated \(\alpha\) stable process
- Small deviations of stable processes and entropy of the associated random operators
- The narrowest tube of a recurrent random walk
- The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component
- Small ball probabilities for jump Lévy processes from the Wiener domain of attraction
- Performance of the Metropolis algorithm on a disordered tree: the Einstein relation
- How small are the increments of a Wiener process?
- A functional LIL for symmetric stable processes.
- Survival of branching random walks with absorption
- Small deviations of iterated processes in the space of trajectories
- Slow movement of random walk in random environment on a regular tree
- Critical survival barrier for branching random walk
- Small ball probabilities for the stochastic heat equation
- Asymptotics for the survival probability in a killed branching random walk
- The first exit time of a Brownian motion from an unbounded convex domain
- Maximal displacement of a branching random walk in time-inhomogeneous environment
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
- Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times
- Quenched Small Deviation for the Trajectory of a Random Walk with Random Environment in Time
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