Large deviations for processes on half-line
| Autor: | Fima C. Klebaner, Artem Logachev, Anatoli Mogulski |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
CEV model Sequence 60G50 Large Deviations Uniform convergence Space (mathematics) Random walk Combinatorics Mathematics::Probability Random Walk Metric (mathematics) Large deviations theory Half line 60H10 Statistics Probability and Uncertainty Rate function Diffusion processes Mathematics 60F10 60J60 |
| Zdroj: | Electron. Commun. Probab. |
| Popis: | We consider a sequence of processes $ X_ n ( t )$ defined on half-line $0\leq t |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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