Book contents
- Frontmatter
- Contents
- Introduction
- 1 Preliminary results
- 2 Approximation of distributions of sums of random variables
- 3 Boundary crossing problems for random walks
- 4 Large deviation principles for random walk trajectories
- 5 Moderately large deviation principles for the trajectories of random walks and processes with independent increments
- 6 Some applications to problems in mathematical statistics
- Basic notation
- References
- Index
5 - Moderately large deviation principles for the trajectories of random walks and processes with independent increments
Published online by Cambridge University Press: 16 October 2020
- Frontmatter
- Contents
- Introduction
- 1 Preliminary results
- 2 Approximation of distributions of sums of random variables
- 3 Boundary crossing problems for random walks
- 4 Large deviation principles for random walk trajectories
- 5 Moderately large deviation principles for the trajectories of random walks and processes with independent increments
- 6 Some applications to problems in mathematical statistics
- Basic notation
- References
- Index
Summary
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- Type
- Chapter
- Information
- Asymptotic Analysis of Random Walks , pp. 343 - 374Publisher: Cambridge University PressPrint publication year: 2020