LARGE DEVIATIONS FOR EXTREMES OF -PROCESSES
Abstract: We prove a large deviations principle (LDP) for partial sums -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 -processes is obtained as a particular application.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -