메뉴 건너뛰기




Volumn 13, Issue 3, 2000, Pages 805-824

The Metric of Large Deviation Convergence

Author keywords

Large deviations; Metric spaces

Indexed keywords


EID: 0034558909     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007814729591     Document Type: Article
Times cited : (2)

References (15)
  • 1
    • 84966225906 scopus 로고
    • A comparison principle for large deviations
    • Baxter, J. R., and Jain, N. C. (1988). A comparison principle for large deviations. Proc. Amer. Math. Soc. 103, 925-960.
    • (1988) Proc. Amer. Math. Soc. , vol.103 , pp. 925-960
    • Baxter, J.R.1    Jain, N.C.2
  • 9
    • 0000821744 scopus 로고
    • Large deviations for processes with independent increments
    • Lynch, J., and Sethuraman, J. (1987). Large deviations for processes with independent increments. Ann. Probab. 15, 610-627.
    • (1987) Ann. Probab. , vol.15 , pp. 610-627
    • Lynch, J.1    Sethuraman, J.2
  • 10
    • 21844498566 scopus 로고    scopus 로고
    • Sequences of capacities, with connections to large-deviation theory
    • O'Brien, G. L. (1996). Sequences of capacities, with connections to large-deviation theory. J. Theor. Probab. 9(1), 19-35.
    • (1996) J. Theor. Probab. , vol.9 , Issue.1 , pp. 19-35
    • O'Brien, G.L.1
  • 11
    • 0010891417 scopus 로고
    • Capacities, large deviations and loglog laws
    • Cambanis, S., Samorodnitsky, G., and Taqqu, M. (eds.), Birkhäuser
    • O'Brien, G. L., and Vervaat, W. (1991). Capacities, large deviations and loglog laws. In Cambanis, S., Samorodnitsky, G., and Taqqu, M. (eds.), Stable Processes and Related Topics, Birkhäuser, pp. 43-84.
    • (1991) Stable Processes and Related Topics , pp. 43-84
    • O'Brien, G.L.1    Vervaat, W.2
  • 12
    • 0001744177 scopus 로고
    • On functional principle of large deviations
    • Sazonov, V., and Shervashidze, T. (eds.), VSP Moks'las, Moskva
    • Pukhalskii, A. A. (1991). On functional principle of large deviations. In Sazonov, V., and Shervashidze, T. (eds.), New Trends in Probability and Statistics, VSP Moks'las, Moskva, pp. 198-218.
    • (1991) New Trends in Probability and Statistics , pp. 198-218
    • Pukhalskii, A.A.1
  • 13
    • 0002450213 scopus 로고
    • The method of stochastic exponentials for large deviations
    • Pukhalskii, A. A. (1994). The method of stochastic exponentials for large deviations. Stoch. Proc. Appl. 54, 45-70.
    • (1994) Stoch. Proc. Appl. , vol.54 , pp. 45-70
    • Pukhalskii, A.A.1
  • 14
    • 84981759111 scopus 로고
    • Asymptotic probabilities and differential equations
    • Varadhan, S. R. S. (1966). Asymptotic probabilities and differential equations. Comm. Pure Appl. Math. 19, 261-286.
    • (1966) Comm. Pure Appl. Math. , vol.19 , pp. 261-286
    • Varadhan, S.R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.