Title of article
A Large Deviations Principle Related to the Strong Arc-Sine Law
Author/Authors
Alain Rouault، نويسنده , , Marc Yor، نويسنده , , Marguerite Zani، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
-792
From page
793
To page
0
Abstract
We show a large deviations principle for the family of random variables {1/t (integral)when t-+(infinity), where B=(B u ,u>=0) is a standard linear Brownian motion.
Keywords
Arc-sine law , large deviations , Ornstein–Uhlenbeck process
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2002
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108364
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