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Journal of Theoretical Probability

, Volume 7, Issue 4, pp 757–765 | Cite as

Large deviations for a class of chaos expansions

  • Víctor Pérez-Abreu
  • Constantin Tudor
Article

Abstract

The purpose of this paper is to present a general extended contraction principle for large deviations and apply it to obtain large deviations for random variables having chaos developments of exponential type.

Key Words

Large deviations chaos expansions multiple Wiener-Itô integral 

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Copyright information

© Plenum Publishing Corporation 1994

Authors and Affiliations

  • Víctor Pérez-Abreu
    • 1
  • Constantin Tudor
    • 2
  1. 1.Centro de Investigación en Matemáticas A. C.GuanajuatoMexico
  2. 2.Department of MathematicsUniversity of BucharestBucharestRumania

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