Uniform large and moderate deviations for functional empirical processes
For {Xi}i >= 1 a sequence of i.i.d. random variables taking values in a Polish space [Sigma] with distribution [mu], we obtain large and moderate deviation principles for the processes {n-1 [Sigma][nt]i = 1 [delta]Xi; t >= 0}n >= 1 and {n-1/2 [Sigma][nt]i = 1 ([delta]Xi - [mu]); t >= 0}n >= 1, respectively. Given a class of bounded functions F on [Sigma], we then consider the above processes as taking values in the Banach space of bounded functionals over F and obtain the corresponding (uniform over F), large and moderate deviation principles. Among the corollaries considered are functional laws of the iterated logarithm.
Year of publication: |
1997
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Authors: | Dembo, Amir ; Zajic, Tim |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 67.1997, 2, p. 195-211
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Publisher: |
Elsevier |
Subject: | 60F10 60B12 60G50 |
Saved in:
Saved in favorites
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