The Large Deviation Principle for the Sample Average Process and Functional Erdoes-Renyi Laws.

Abstract

The large deviation principle is established for the sample average process. The principle is then used to obtain functional counterparts of the Erdos-Renyi type laws of Erdos and Renyi (1970) and Shepp (1964). (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1986
Accession Number
ADA171452

Entities

People

  • James Lynch
  • Jayaram Sethuraman

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Brownian Motion
  • Classification
  • Convergence
  • Differential Equations
  • Inequalities
  • Intervals
  • Invariance
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • South Carolina
  • Topology
  • Weak Convergence

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  • Mathematical Modeling and Probability Theory.