On the Erdos-Renyi partial sums: Large deviations, conditional behavior

被引：2
|
作者：
Kozlov, MV [1 ]
机构：
[1] MGU, Dept Math & Mech, Moscow 119899, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2001年 / 46卷 / 04期
关键词：
random walk; large deviation; conditional invariance principle; factorization identity;
D O I：
10.1137/S0040585X97979263
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：
We obtain the explicit expression for the constant in the asymptotics of large deviations probabilities of increments of random walks (the Erdos-Renyi partial sums) with the Cramer condition. The trajectories of the walks on which the large deviation is realized are described in the form of conditional limit theorems.
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页码：636 / 651
页数：16
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