Chen, Lei; Gao, Fuqing - In: Statistics & Probability Letters 83 (2013) 11, pp. 2486-2491
In this paper, we obtain the moderate deviation principle for a sequence of Brownian motions defined on the unit sphere in Rd by using the cumulant method introduced by Puhalskii (1994b) and generalize it to Ornstein–Uhlenbeck processes taking values on the unit sphere in Rd.