Open AccessFunctional large deviation principles for first-passage-time processes
Author(s) -
Anatolii A. Puhalskii,
Ward Whitt
Publication year - 1997
Publication title -
the annals of applied probability/the annals of applied probability
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.878
H-Index - 86
eISSN - 2168-8737
pISSN - 1050-5164
DOI - 10.1214/aoap/1034625336
Subject(s) - mathematics , large deviations theory , rate function , inverse , sequence (biology) , stochastic process , convergence (economics) , standard deviation , contraction principle , mathematical analysis , statistics , geometry , fixed point theorem , biology , economics , genetics , economic growth