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

[21] SCHRODINGER PROCESSES AND LARGE DEVIATIONS
DAWSON, D
GOROSTIZA, L
WAKOLBINGER, A
[J]. JOURNAL OF MATHEMATICAL PHYSICS, 1990, 31 (10) : 2385 - 2388
[22] Large deviations for the empirical mean of an queue
Blanchet, Jose
Glynn, Peter
Meyn, Sean
[J]. QUEUEING SYSTEMS, 2013, 73 (04) : 425 - 446
[23] Large deviations for bootstrapped empirical measures
Trashorras, Jose
Wintenberger, Olivier
[J]. BERNOULLI, 2014, 20 (04) : 1845 - 1878
[24] Large deviations for symmetrised empirical measures
Trashorras, Jose
[J]. JOURNAL OF THEORETICAL PROBABILITY, 2008, 21 (02) : 397 - 412
[25] Large deviations for local empirical measures
Menneteau, L
[J]. HIGH DIMENSIONAL PROBABILITY II, 2000, 47 : 293 - 312
[26] PROBABILITIES OF LARGE DEVIATIONS FOR EMPIRICAL MEASURES
SIEVERS, GL
[J]. ANNALS OF STATISTICS, 1976, 4 (04): : 766 - 770
[27] Large Deviations for Symmetrised Empirical Measures
José Trashorras
[J]. Journal of Theoretical Probability, 2008, 21 : 397 - 412
[28] LARGE DEVIATIONS OF EMPIRICAL PROBABILITY MEASURES
STONE, M
[J]. ANNALS OF STATISTICS, 1974, 2 (02): : 362 - 366
[29] On large deviations for moving average processes
Wu, LM
[J]. PROBABILITY, FINANCE AND INSURANCE, 2004, : 15 - 49
[30] Large deviations of poisson cluster processes
Bordenave, Charles
Torrisi, Giovanni Luea
[J]. STOCHASTIC MODELS, 2007, 23 (04) : 593 - 625

← 1 2 3 4 5 →