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Original Articles

Large Deviations Application to Billingsley's Example

Pages 263-274 | Received 10 Mar 2009, Accepted 20 Jun 2009, Published online: 24 Sep 2010

REFERENCES

  • Billingsley , P. ( 1968 ). Converges of Probability Measures , New York : Wiley .
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  • Puhalskii , A. ( 2001 ). Large Deviations and Idempotent Probability , Boca Raton : Chapman & Hall/CRC Press .
  • Sanov , I. N. (1961). On the Probability of Large Deviations of Random Variables, Selected Translation in Mathematical Statistic and Probability 42: 213–244. (Translation from Russian: Sanov, I. N. (1957). O veroyatnosti bolshikh uklonenij sluchajnykh velichin. Matematicheskij Sbornik 42: 11–44).
  • Varadhan , S. R. S. ( 1984 ). Large Deviations and Applications , Philadelphia : SIAM .
  • Wentzell , A. D. ( 1990 ). Limit Theorem on Large Deviations for Markov Stochastic Processes , Dordrecht : Kluwer .
  • Wu , L. ( 1994 ). Large Deviations, Moderate Deviations and LIL for Empirical Processes , Annals of Probability 22 : 17 – 27 .
  • Recommended by A. G. Tartakovsky

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