The large deviation principle for certain series

DOI10.1051/PS:2004010zbMATH Open1171.60324OpenAlexW2126052348MaRDI QIDQ4671815FDOQ4671815

Miguel A. Arcones

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2004__8__200_0

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zbMATH Keywords

stochastic processesLarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) General theory of stochastic processes (60G07)

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Cited In (8)

• Comparison for upper tail probabilities of random series
• Large deviation principle for exchangeable sequences: Necessary and sufficient condition
• Large and moderate deviations of empirical processes with nonstandard rates
• The principle of large deviations for empirical processes
• Asymptotic property for some series of probability
• Exact upper tail probabilities of random series
• The Large Deviation Principle for Stochastic Processes. Part I
• The Large Deviation Principle for Stochastic Processes. II

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