Large deviations for processes with discontinuous statistics

Annals of Probability

Volumn 33, Issue 4, 2005, Pages 1479-1508

  Ignatiouk Robert, Irina ^a  

^a UNIVERSITÉ DE CERGY PONTOISE   (France)

Author keywords

General upper large deviation bound; Processes with discontinuous statistics; Sample path large deviations

Indexed keywords

EID: 23244451581     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117905000000189     Document Type: Article

References (12)

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