Large Deviations for Iterated Sums and Integrals
Probability
2026-04-06 v2
Abstract
We describe large deviations for normalized multiple iterated sums and integrals of the form , and , where and are centered bounded stationary vector processes whose sums or integrals satisfy a trajectorial large deviations principle.
Keywords
Cite
@article{arxiv.2507.09321,
title = {Large Deviations for Iterated Sums and Integrals},
author = {Yuri Kifer and Ofer Zeitouni},
journal= {arXiv preprint arXiv:2507.09321},
year = {2026}
}
Comments
5 pages