Moderate deviation principle for Brownian motions on the unit sphere in Rd

Lei Chen and Fuqing Gao

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2486-2491

Abstract: In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere in Rd by using the cumulant method introduced by Puhalskii (1994b) and generalize it to Ornstein–Uhlenbeck processes taking values on the unit sphere in Rd.

Keywords: Moderate deviation; Brownian motion on the unit sphere of Rd; Ornstein–Uhlenbeck processes (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.07.010

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