Refined behaviour of a conditioned random walk in the large deviations regime

saddlepoint approximation exponential tilting functional limit theorem total variation distance conditioned Brownian motion Boltzmann law Gibbs conditioning empirical c.d.f.

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

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