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February, 1985 On the Lower Bound of Large Deviation of Random Walks
Tzuu-Shuh Chiang
Ann. Probab. 13(1): 90-96 (February, 1985). DOI: 10.1214/aop/1176993068


In this note, we prove for a large class of random walks on $R^n$ that $\lim \inf_{n\rightarrow\infty}(1/n)\log P_x(L_n(\omega, \cdot) \in N) \geq - I(\mu)$ where $L_n(\omega, \cdot)$ is the occupation measure, $N$ is a weak neighborhood of $\mu$ and $I(\mu)$ is the usual Donsker-Varadhan functional. This generalizes a previous theorem of the author where the state space is assumed to be compact.


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Tzuu-Shuh Chiang. "On the Lower Bound of Large Deviation of Random Walks." Ann. Probab. 13 (1) 90 - 96, February, 1985.


Published: February, 1985
First available in Project Euclid: 19 April 2007

zbMATH: 0559.60031
MathSciNet: MR770630
Digital Object Identifier: 10.1214/aop/1176993068

Primary: 60F10
Secondary: 60J05

Keywords: Random walks

Rights: Copyright © 1985 Institute of Mathematical Statistics

Vol.13 • No. 1 • February, 1985
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