The principle of large deviations for almost everywhere central limit theorem

DOI10.1016/S0304-4149(98)00023-4MaRDI QIDQ1805776zbMATH OpenOpenAlexFDO

Authors Matthias K. Heck

Publication date 18 November 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(98)00023-4

zbMATH Keywords

almost everywhere central limit theoremalmost sure invariance principleBrownian motioncentral limit theoremprinciple of large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15)

Review text

The content of the paper is well presented by the title. Let us note only that the principle of large deviations is shown for almost sure invariance principle, as well. The normalizing constants are logarithmic in both cases and the rate functions are expressed.

Recommendations

• Large deviations from the almost everywhere central limit theorem
• An almost everywhere central limit theorem
• Large deviations via almost sure CLT for functionals of Markov processes
• A universal result in almost sure central limit theory.
• On almost sure max-limit theorems

Cites work

• A note on the almost sure central limit theorem
• A simultaneous almost everywhere central limit theorem for diffusions and its application to path energy and eigenvalues of the Laplacian
• An almost everywhere central limit theorem
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Asymptotic evaluation of certain Markov process expectations for large time—III
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 3789618 (Why is no real title available?)
• scientific article; zbMATH DE number 42272 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 194664 (Why is no real title available?)
• scientific article; zbMATH DE number 3065414 (Why is no real title available?)
• On large deviations of empirical measures for stationary Gaussian processes
• On Strong Versions of the Central Limit Theorem
• The large deviation principle for hypermixing processes

Cited in

(13)

• A remark on the connection between the large deviation principle and the central limit theorem
• Large deviations from the almost everywhere central limit theorem
• Large deviations for some logarithmic means in the case of random variables with thin tails
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Large deviations and Wschebor's theorems
• Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion
• Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
• On large deviations for some sequences of weighted means of Gaussian processes
• Strong approximations for nonconventional sums and almost sure limit theorems
• Asymptotic results for weighted means of random variables which converge to a Dickman distribution, and some number theoretical applications
• Asymptotic results for weighted means of linear combinations of independent Poisson random variables
• On the large deviation principle for the almost sure CLT.
• Large deviation principles for sequences of logarithmically weighted means

This page was built for publication: The principle of large deviations for almost everywhere central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1805776)