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A Large Deviations Principle Related to the Strong Arc-Sine Law |
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| Authors: | Alain Rouault Marc Yor Marguerite Zani |
| Institution: | (1) LAMA, Université de Versailles, 45 Avenue des Etats-Unis, 78035- Versailles;(2) Laboratoire de Probabilités, Université Paris 6, Site Chevaleret, 13 rue Clisson, 75013 Paris;(3) Université des Sciences et Technologies de Lille U.F.R. de Mathématiques, Bât, M2 59955 Villeneuve d'Ascq Cedex, France |
| Abstract: | We show a large deviations principle for the family of random variables
when t + , where B=(B
u
,u 0) is a standard linear Brownian motion. |
| Keywords: | Arc-sine law large deviations Ornstein– Uhlenbeck process |
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