Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154406 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
In this paper we consider a family of processes which satisfies the large deviation principle with a good rate function; then we prove the large deviation principle for the family of the corresponding time-integrated negative parts, with the application of the so-called contraction principle. An explicit expression of the rate function is presented for a class of examples.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Claudio Macci,