标题： 迭代和与积分的大偏差 显示英文标题

标题： Large Deviations for Iterated Sums and Integrals

摘要： 我们描述了归一化的多重迭代和与积分的大型偏差，形式为$\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$，$t\in[0,T]$和$\bbS_N^{(\nu)}(t)=N^{-\nu}\int_{0\leq s_1\leq...\leq s_\nu\leq Nt}\xi(s_1)\otimes\cdots\otimes\xi(s_\nu)ds_1\cdots ds_\nu$，其中$\{\xi(k)\}_{-\infty<k<\infty}$和$\{\xi(s)\}_{-\infty<s<\infty}$是中心有界平稳向量过程，其和或积分满足轨迹大型偏差原理。 显示英文摘要

摘要： We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and $\bbS_N^{(\nu)}(t)=N^{-\nu}\int_{0\leq s_1\leq...\leq s_\nu\leq Nt}\xi(s_1)\otimes\cdots\otimes\xi(s_\nu)ds_1\cdots ds_\nu$, where $\{\xi(k)\}_{-\infty<k<\infty}$ and $\{\xi(s)\}_{-\infty<s<\infty}$ are centered bounded stationary vector processes whose sums or integrals satisfy a trajectorial large deviations principle.