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Items for "Large deviations"

Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations

In this paper, we derive large deviation estimates of Freidlin–Wentzell for solutions of hyperbolic stochastic partial differential equation...

Keywords: Large deviations, hyperbolic stochastic partial differential equations, twoparameter martingales, functional law of the iterated logarithms

12/2003 | Random Operators and Stochastic Equations, Walter de Gruyter
Large deviations for L-statistics

The purpose of this paper is to establish a functional large deviations principle (LDP) for L-statistics under some new tail conditions...

Keywords: Large deviations, L-statistics

02/2007 | Statistics & Decisions, Oldenbourg Wissenschaftsverlag