EconPapers    
Economics at your fingertips  
 

The principle of large deviations for the almost everywhere central limit theorem

Matthias K. Heck

Stochastic Processes and their Applications, 1998, vol. 76, issue 1, 61-75

Abstract: The purpose of the present paper is to prove a principle of large deviations for Brosamler's functional almost everywhere central limit theorem for i.i.d. random variables on . This principle of large deviations for the functional almost everywhere central limit theorem naturally implies a principle of large deviations for Brosamler and Schatte's almost everywhere central limit theorem. Furthermore it implies principles of large deviations for various other almost everywhere limit theorems.

Keywords: Central; limit; theorem; Almost; everywhere; central; limit; theorem; Principle; of; large; deviations; Brownian; motion; Almost; sure; invariance; principles (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00023-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:76:y:1998:i:1:p:61-75

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:76:y:1998:i:1:p:61-75