Large Deviations for Processes with Independent Increments
Open Access
- 1 January 1993
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 21 (1) , 202-215
- https://doi.org/10.1214/aop/1176989401
Abstract
This paper strengthens and generalizes some theorems proved earlier by Lynch and Sethuraman on large deviations (LD) for random processes with independent increments.Keywords
This publication has 0 references indexed in Scilit: