Hitting Probabilities and Large Deviations

Let {Yn}n∈Z+ be a sequence of random variables in Rdand let$A \subset \mathbb{R}^d$. Then P{Yn∈ A for some n} is the hitting probability of the set A by the sequence {Yn}. We consider the asymptotic behavior, as m → ∞, of P{Yn∈ mA, some n} = P{hitting mA} whenever (1) the probability law of Yn/n sat...

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