Large deviations of empirical processes

被引：0

作者：

Arcones, MA ^{[1
]}

机构：

[1] SUNY Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

来源：

HIGH DIMENSIONAL PROBABILITY III | 2003年 / 55卷

关键词：

large deviations; empirical processes;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give necessary and sufficient conditions for the large deviations of empirical processes and of Banach space valued random vectors. We also consider the large deviations of partial sums processes. The main tool used is an isoperimetric inequality for empirical processes due to Talagrand.

引用

页码：205 / 223

页数：19

共 50 条

[1] LARGE DEVIATIONS, MODERATE DEVIATIONS AND LIL FOR EMPIRICAL PROCESSES
WU, LM
[J]. ANNALS OF PROBABILITY, 1994, 22 (01): : 17 - 27
[2] MODERATELY LARGE DEVIATIONS AND EXPANSIONS OF LARGE DEVIATIONS FOR SOME FUNCTIONALS OF WEIGHTED EMPIRICAL PROCESSES
INGLOT, T
LEDWINA, T
[J]. ANNALS OF PROBABILITY, 1993, 21 (03): : 1691 - 1705
[3] Large and moderate deviations of empirical processes with nonstandard rates
Arcones, MA
[J]. STATISTICS & PROBABILITY LETTERS, 2002, 57 (04) : 315 - 326
[4] Large deviations for empirical processes of interacting particle systems
Chen, JW
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2001, 34 (08): : 1603 - 1610
[5] Uniform large and moderate deviations for functional empirical processes
Dembo, A.
Zajic, T.
[J]. Stochastic Processes and their Applications, 67 (02):
[6] Uniform large and moderate deviations for functional empirical processes
Dembo, A
Zajic, T
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 67 (02) : 195 - 211
[7] Principles of Large Deviations for the Empirical Processes of the Ornstein–Uhlenbeck Process
Matthias K. Heck
[J]. Journal of Theoretical Probability, 1999, 12 : 147 - 179
[8] ON LARGE DEVIATIONS OF EMPIRICAL MEASURES FOR STATIONARY GAUSSIAN-PROCESSES
BRYC, W
DEMBO, A
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 58 (01) : 23 - 34
[9] Moderate deviations of empirical processes
Arcones, MA
[J]. STOCHASTIC INEQUALITIES AND APPLICATIONS, 2003, 56 : 189 - 212
[10] Large deviations for empirical measures of switching diffusion processes with small parameters
Ma, Xiaocui
Xi, Fubao
[J]. FRONTIERS OF MATHEMATICS IN CHINA, 2015, 10 (04) : 949 - 963

← 1 2 3 4 5 →