A Large Deviations Principle Related to the Strong Arc-Sine Law
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DOI: 10.1023/A:1016280117892
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References listed on IDEAS
- Peter March & Timo Seppäläinen, 1997. "Large Deviations from the Almost Everywhere Central Limit Theorem," Journal of Theoretical Probability, Springer, vol. 10(4), pages 935-965, October.
- Matthias K. Heck, 1999. "Principles of Large Deviations for the Empirical Processes of the Ornstein–Uhlenbeck Process," Journal of Theoretical Probability, Springer, vol. 12(1), pages 147-179, January.
- Heck, Matthias K., 1998. "The principle of large deviations for the almost everywhere central limit theorem," Stochastic Processes and their Applications, Elsevier, vol. 76(1), pages 61-75, August.
- Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
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Keywords
Arc-sine law; large deviations; Ornstein–Uhlenbeck process;All these keywords.
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