Sample path large deviations in finer topologies
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Publication:4719386
DOI10.1080/17442509908834212zbMath0941.60055OpenAlexW2084393053MaRDI QIDQ4719386
Neil O'Connell, Peter Eichelsbacher
Publication date: 3 August 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509908834212
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Large deviations (60F10) Sample path properties (60G17)
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Cites Work
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- Large deviations for tandem queueing systems
- Large deviations: From empirical mean and measure to partial sums process
- A Problem on Large Deviations in a Space of Trajectories
- Large Deviations for Trajectories of Multi-Dimensional Random Walks
- Asymptotic probabilities and differential equations
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