The Large Deviation Principle for Stochastic Processes. Part I
From MaRDI portal
Recommendations
Cited in
(35)- The Large Deviation Principle for Stochastic Processes. II
- Large deviation principle for some measure-valued processes
- Large deviation principle for set-valued union processes
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Delta method in large deviations and moderate deviations for estimators
- Higher order asymptotics for large deviations. II
- Moderate deviations for linear processes generated by martingale-like random variables
- Large deviation principle for enhanced Gaussian processes
- A large deviation principle for random upper semicontinuous functions
- 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
- Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- scientific article; zbMATH DE number 140535 (Why is no real title available?)
- Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
- Large deviations for stochastic flows and their applications
- Non standard functional limit laws for the increments of the compound empirical distribution function
- Large deviations for M-estimators
- The method of stochastic exponentials for large deviations
- Moderate deviation principle for \(m\)-dependent random variables
- Large deviation limits of invariant measures
- A note on large deviation principles in Schauder decomposable spaces
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- On the large deviation principle for the almost sure CLT.
- Some familiar examples for which the large deviation principle does not hold
- 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
- scientific article; zbMATH DE number 219295 (Why is no real title available?)
- The extended large deviation principle for a process with independent increments
- 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
This page was built for publication: The Large Deviation Principle for Stochastic Processes. Part I
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4830815)
