Collamore, Jeffrey F. - In: Stochastic Processes and their Applications 78 (1998) 1, pp. 97-130
Suppose is a sequence of random variables such that the probability law of Yn/n satisfies the large deviation principle and suppose . Let T(A)=inf{n: Yn[set membership, variant]A} be the first passage time and, to obtain a suitable scaling, let T[var epsilon](A)=[var epsilon]inf{n: Yn[set...