Large deviations and Wschebor's theorems
Probability
2019-07-05 v2
Abstract
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
Keywords
Cite
@article{arxiv.1904.01255,
title = {Large deviations and Wschebor's theorems},
author = {Jose R. Leon and José León and Alain Rouault},
journal= {arXiv preprint arXiv:1904.01255},
year = {2019}
}
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