Dominating Points and the Asymptotics of Large Deviations for Random Walk on $\mathbb{R}^d$
Ney, Peter
Ann. Probab., Tome 11 (1983) no. 4, p. 158-167 / Harvested from Project Euclid
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Let $\mu(\cdot)$ be a probability measure on $\mathbb{R}^d$ and $B$ be a convex set with nonempty interior. It is shown that there exists a unique "dominating" point associated with $(\mu, B)$. This fact leads (via conjugate distributions) to a representation formula from which sharp asymptotic estimates of the large deviation probabilities $\mu^{\ast n}(nB)$ can be derived.
Publié le : 1983-02-14
Classification:  Large deviations,  random walk,  60F10,  60G50 
@article{1176993665,
     author = {Ney, Peter},
     title = {Dominating Points and the Asymptotics of Large Deviations for Random Walk on $\mathbb{R}^d$},
     journal = {Ann. Probab.},
     volume = {11},
     number = {4},
     year = {1983},
     pages = { 158-167},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993665}
}

Ney, Peter. Dominating Points and the Asymptotics of Large Deviations for Random Walk on $\mathbb{R}^d$. Ann. Probab., Tome 11 (1983) no. 4, pp.  158-167. http://gdmltest.u-ga.fr/item/1176993665/