Article ID Journal Published Year Pages File Type
1154406 Statistics & Probability Letters 2008 9 Pages PDF
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
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