Sample path large deviations in finer topologies

DOI10.1080/17442509908834212MaRDI QIDQ4719386zbMATH OpenOpenAlexFDO

Authors Peter Eichelsbacher, Neil O'Connell

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

zbMATH Keywords

large deviationsLipschitz spaceOrlicz spacepartial sums

Mathematics Subject Classification ID

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

• A Problem on Large Deviations in a Space of Trajectories
• Asymptotic probabilities and differential equations
• scientific article; zbMATH DE number 3888314 (Why is no real title available?)
• scientific article; zbMATH DE number 3491650 (Why is no real title available?)
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• scientific article; zbMATH DE number 972622 (Why is no real title available?)
• Large deviations for tandem queueing systems
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• Large deviations: From empirical mean and measure to partial sums process

Cited in

(3)

• Estimation of the realized (co-)volatility vector: large deviations approach
• A large deviation principle with queueing applications
• Sample Path Large Deviations for Order Statistics

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