An explicit local uniform large deviation bound for Brownian bridges

• Autores: O. Wittich
• Localización: Statistics & probability letters, ISSN 0167-7152, Vol. 73, Nº. 1, 2005, págs. 51-56
• Idioma: inglés
• DOI: 10.1016/j.spl.2005.02.013
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• Resumen

  • 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.