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Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 309–323
(Mi tvp3348)
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This article is cited in 86 scientific papers (total in 86 papers)
Large deviations for trajectories of multidimensional random walks
A. A. Mogul'skiĭ Novosibirsk
Abstract:
The paper deals with asymptotic properties (in the region of large deviations) of the logarithmic probability for the sample paths of a random walk, generated by sums of independent random vectors, to belong to a given open set in $C^N(0,1)$.
Received: 02.09.1974
Citation:
A. A. Mogul'skiǐ, “Large deviations for trajectories of multidimensional random walks”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 309–323; Theory Probab. Appl., 21:2 (1977), 300–315
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https://www.mathnet.ru/eng/tvp3348 https://www.mathnet.ru/eng/tvp/v21/i2/p309
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Abstract page: | 454 | Full-text PDF : | 207 |
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