A note on Cramer's theorem

Fuqing Gao

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 77-79

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Gao, Fuqing. "A note on Cramer's theorem." Séminaire de probabilités de Strasbourg 31 (1997): 77-79. <http://eudml.org/doc/113975>.

@article{Gao1997,
author = {Gao, Fuqing},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {large deviation principle; exponential tightness; rate function; Minkowski functional},
language = {fre},
pages = {77-79},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A note on Cramer's theorem},
url = {http://eudml.org/doc/113975},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Gao, Fuqing
TI - A note on Cramer's theorem
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 77
EP - 79
LA - fre
KW - large deviation principle; exponential tightness; rate function; Minkowski functional
UR - http://eudml.org/doc/113975
ER -

References

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  1. [Az] R. Azencott: Grandes déviations et applications, In "Ecole d'Eté de Probabilités de Saint-Flour (1978)", edited by P.L. Hennequin. Lect. Notes in Math.. N°774, pp.1-176, Springer, Berlin, 1980. Zbl0435.60028MR590626
  2. [deA] A. de Acosta: Upper bounds for large deviations of dependent random vectors, Z. Wahrsch. verw. Geb., 69, 1985. Zbl0547.60033MR791911
  3. [DV] M.D. Donsker & S.R.S. Varadhan : Asymptotic evaluation of certain Markov process expectations for large time, III. Comm. Pur. Appl. Math.29, p.389-461 (1976). Zbl0348.60032
  4. [LS] J. Lynch & J. Sethuraman: Large deviations for processes with independent increments, Ann. Probab.15, N°2, pp.610-627, 1987. Zbl0624.60045
  5. [Sc] Schaefer H.H.: Topological Vector Spaces. Macmillan Serie in Advanced Math. and Theoretical Phys., 1966. Zbl0141.30503MR193469
  6. [St] Stroock D.W.: An introduction to the theory of large deviationsSpringer, Berlin1984 Zbl0552.60022MR755154
  7. [W] L.M. Wu : An introduction to large deviations, Academic Press of China, 1996 (in press). 

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