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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 19, Fasc. 1,
pages 1 - 13
 

LARGE DEVIATIONS FOR EXTREMES OF U -PROCESSES

Peter Eichelsbacher

Abstract: We prove a large deviations principle (LDP) for partial sums U -processes indexed by the half line. The LDP can be formulated on a suitable subset of the set of all absolutely continuous paths. We endow the space with a topology, which is stronger than the usual topology of uniform convergence on compact intervals. An LDP for the maximum of the sample path of the U -processes is obtained as a particular application.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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