An explicit local uniform large deviation bound for Brownian bridges
| Autor: | O Olaf Wittich |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2005 |
| Předmět: |
Statistics and Probability
Geodesic Mathematical analysis Rauch comparison theorem Geometry Brownian bridge law.invention Probability theory law Large deviations theory Mathematics::Differential Geometry Statistics Probability and Uncertainty Arc length Manifold (fluid mechanics) Brownian motion Mathematics |
| Zdroj: | Statistics and Probability Letters, 73(1), 51-56. Elsevier |
| ISSN: | 0167-7152 |
| Popis: | By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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