The Large Deviation Principle for Stochastic Processes. II

DOI10.1137/S0040585X980282zbMATH Open1069.60027OpenAlexW4229804063MaRDI QIDQ4830833FDOQ4830833

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)

Cited In (15)

• 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
• A Note on Weak Convergence, Large Deviations, and the Bounded Approximation Property
• A limited in bandwidth uniformity for the functional limit law of the increments of the empirical process
• Large and moderate deviations of empirical processes with nonstandard rates
• Large Deviation Principles for Random Walk Trajectories. II
• On global and local properties of the trajectories of Gaussian random fields -- a look through the set of limit points
• On consistent hypothesis testing
• Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
• 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
• Title not available (Why is that?)
• Limit theorems for a class of processes generalizing the U -empirical process

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