The Large Deviation Principle for Stochastic Processes. Part I

DOI10.1137/S0040585X97980038zbMath1069.60026MaRDI QIDQ4830815

Miguel A. Arcones

Publication date: 16 December 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processes; Poisson process; iterated Brownian motion

Mathematics Subject Classification ID

60G15: Gaussian processes

60F10: Large deviations

60G07: General theory of stochastic processes

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)

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