A DONSKER-VARADHAN TYPE OF INVARIANCE-PRINCIPLE

被引：12

作者：

JAIN, NC

机构：

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1982年 / 59卷 / 01期

关键词：

D O I：

10.1007/BF00575529

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：117 / 138

页数：22

共 14 条

[1]

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[2]

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[3]

DEACOSTA A, 1979, Z WAHRSCHEINLICHKEIT, V48, P213

[4] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME, I [J].

DONSKER, MD ;

VARADHAN, SRS .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (01) :1-47

[5] LAWS OF ITERATED LOGARITHM FOR LOCAL TIMES [J].

DONSKER, MD ;

VARADHAN, SRS .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1977, 30 (06) :707-753

[6] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .3. [J].

DONSKER, MD ;

VARADHAN, SRS .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1976, 29 (04) :389-461

[7] ASYMPTOTIC EVALUATION OF CERTAIN MARKOV PROCESS EXPECTATIONS FOR LARGE TIME .2. [J].

DONSKER, MD ;

VARADHAN, SRS .

COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1975, 28 (02) :279-301

[8]

DONSKER MD, 1975, P INT C LONDON, P15

[9] MAXIMA OF PARTIAL SUMS OF INDEPENDENT RANDOM-VARIABLES [J].

JAIN, NC ;

PRUITT, WE .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1973, 27 (02) :141-151

[10] OTHER LAW OF ITERATED LOGARITHM [J].

JAIN, NC ;

PRUITT, WE .

ANNALS OF PROBABILITY, 1975, 3 (06) :1046-1049

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