The Large Deviation Principle for the Sample Average Process and Functional Erdoes-Renyi Laws.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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The large deviation principle is established for the sample average process. The principle is then used to obtain functional counterparts of the Erdos-Renyi type laws of Erdos and Renyi 1970 and Shepp 1964. Author
- Statistics and Probability