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

被引:12
作者
Heck, MK [1 ]
机构
[1] NYU, Courant Inst Math Sci, New York, NY 10012 USA
关键词
central limit theorem; almost everywhere central limit theorem; principle of large deviations; Brownian motion; almost sure invariance principles;
D O I
10.1016/S0304-4149(98)00023-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 R. 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. (C) 1998 Published by Elsevier Science B.V. All rights reserved.
引用
收藏
页码:61 / 75
页数:15
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