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An explicit local uniform large deviation bound for Brownian bridges

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  • Wittich, O.

Abstract

By comparing curve length in a manifold and a standard sphere, we prove a local uniform bound for the exponent in the Large Deviation formula that describes the concentration of Brownian bridges to geodesics.

Suggested Citation

  • Wittich, O., 2005. "An explicit local uniform large deviation bound for Brownian bridges," Statistics & Probability Letters, Elsevier, vol. 73(1), pages 51-56, June.
  • Handle: RePEc:eee:stapro:v:73:y:2005:i:1:p:51-56
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    Cited by:

    1. Privault, Nicolas & Yang, Xiangfeng & Zambrini, Jean-Claude, 2016. "Large deviations for Bernstein bridges," Stochastic Processes and their Applications, Elsevier, vol. 126(5), pages 1285-1305.

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