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for lx l - 1 for |x| > 1. oo, It means that, for large n, Fn(dx) may be expressed by the following heuristic formula F„(dx) « exp [ tiI (x)] dx. /n) = * j exp[_ n I —(x ))dx ' R By analogy with Laplace’s method one may expect that the limit of E%hf( S n/n) as n —> oo is determined by the points x at which the function Ipth(x) attains its infinum.

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Large deviations for discrete-time processes with averaging by O. V. Gulinsky, A. Yu Veretennikov


by Ronald
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