Article ID Journal Published Year Pages File Type
1151691 Statistics & Probability Letters 2013 6 Pages PDF
Abstract

In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere in RdRd by using the cumulant method introduced by  Puhalskii (1994b) and generalize it to Ornstein–Uhlenbeck processes taking values on the unit sphere in RdRd.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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Moderate deviation principle for Brownian motions on the unit sphere in RdRd
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