Large deviations for the local fluctuations of random walks
نویسندگان
چکیده
منابع مشابه
[hal-00844817, v1] Large deviations for the local fluctuations of random walks
We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes (X1, . . . , Xn, . . . ). These properties are inherited from those of Sn = ∑n i=1 Xi and describe how the local fluctuations of almost every realization of Sn deviate from the almost sure behavior. These results apply to the fluctuations of Brownian motion, Birkhoff averages on...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.06.004