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
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
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
