An explicit local uniform large deviation bound for Brownian bridges

O. Wittich

Statistics & Probability Letters, 2005, vol. 73, issue 1, 51-56

Abstract: By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.

Keywords: Large; deviations; Brownian; bridge; Rauch's; comparison; theorem; Time; reversal (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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