Refined behaviour of a conditioned random walk in the large deviations regime
Author:
Affiliation:
1. Department of Mathematics, Aarhus University, 8000 Aarhus C, Denmark
2. Department of Management Science and Engineering, Stanford University, Stanford, CA 94305-4121, USA
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference40 articles.
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2. Dembo, A. and Zeitouni, O. (1998). Large Deviations Techniques and Applications, 2nd ed. Applications of Mathematics (New York) 38. New York: Springer. 10.1007/978-1-4612-5320-4
3. Kallenberg, O. (2002). Foundations of Modern Probability, 2nd ed. Probability and Its Applications (New York). New York: Springer. 10.1007/978-1-4757-4015-8
4. Bhattacharya, R.N. and Rao, R.R. (2010). Normal Approximation and Asymptotic Expansions. Classics in Applied Mathematics 64. Philadelphia, PA: SIAM. 10.1137/1.9780898719895.ch1
5. Aboulalaâ, A. (1996). The Gibbs principle for Markov jump processes. Stochastic Process. Appl. 64 257–271. 10.1016/S0304-4149(96)00092-0
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