The Large Deviation Principle for Stochastic Processes. II

DOI10.1137/S0040585X980282MaRDI QIDQ4830833zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 16 December 2004

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

Full work available at URL https://doi.org/10.1137/s0040585x980282

zbMATH Keywords

Gaussian processesPoisson processiterated Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) General theory of stochastic processes (60G07)

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Cited in

(24)

• The Large Deviation Principle for Stochastic Processes. Part I
• Large deviation principle for some measure-valued processes
• Delta method in large deviations and moderate deviations for estimators
• Moderate deviations for linear processes generated by martingale-like random variables
• Large deviation principle for enhanced Gaussian processes
• On asymptotic behavior of probabilities of large and moderate deviations for some iterated stochastic processes
• A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property
• scientific article; zbMATH DE number 140535 (Why is no real title available?)
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
• Large and moderate deviations of empirical processes with nonstandard rates
• On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
• Large Deviation Principles for Random Walk Trajectories. II
• On consistent hypothesis testing
• A function space large deviation principle for certain stochastic integrals
• Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line
• A large deviation principle for stochastic integrals
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• Large deviations for processes with independent increments
• Moderate deviations of functional of Markov Processes
• A uniform functional law of the logarithm for the local empirical process.
• The large deviation principle for certain series
• scientific article; zbMATH DE number 1310953 (Why is no real title available?)
• Limit theorems for a class of processes generalizing the U -empirical process

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