Large deviations for martingales via Cramer's method
Grama, Ion ; Haeusler, Erich
HAL, hal-01269927 / Harvested from HAL
Text on HAL
International audience
Publié le : 2000-07-04
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-01269927,
     author = {Grama, Ion and Haeusler, Erich},
     title = {Large deviations for martingales via Cramer's method},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01269927}
}

Grama, Ion; Haeusler, Erich. Large deviations for martingales via Cramer's method. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-01269927/