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Large deviations for trajectories of multidimensional random walks

A. A. Mogul'skiĭ

Novosibirsk

Abstract: The paper deals with asymptotic properties (in the region of large deviations) of the logarithmic probability for the sample paths of a random walk, generated by sums of independent random vectors, to belong to a given open set in $C^N(0,1)$.

Received: 02.09.1974

 English version: Theory of Probability and its Applications, 1977, 21:2, 300–315

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