An explicit local uniform large deviation bound for Brownian bridges

O. Wittich

doi:10.1016/j.spl.2005.02.013

An explicit local uniform large deviation bound for Brownian bridges

O. Wittich

Onderzoeksoutput: Bijdrage aan tijdschrift › Tijdschriftartikel › Academic › peer review

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By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.

Originele taal-2	Engels
Pagina's (van-tot)	51-56
Tijdschrift	Statistics and Probability Letters
Volume	73
Nummer van het tijdschrift	1
DOI's	https://doi.org/10.1016/j.spl.2005.02.013
Status	Gepubliceerd - 2005

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10.1016/j.spl.2005.02.013

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