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Large deviations for the empirical process of a symmetric measure: a lower bound

Daras Tryfonas

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URI: http://purl.tuc.gr/dl/dias/B568646D-B09F-4666-8E14-4B2EC0A11C70
Year 2004
Type of Item Peer-Reviewed Journal Publication
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Bibliographic Citation T. Daras, "Large deviations for the empirical process of a symmetric measure: a lower bound", Stat. Probab. Lett., vol. 66, no. 2, pp. 197-204, Jan. 2004. doi:10.1016/j.spl.2003.06.008 https://doi.org/10.1016/j.spl.2003.06.008
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Summary

Let {Xj}j=1∞ be a sequence of r.v.'s defined on a probability space (Ω,F,μ) and taking values in a compact metric space S, let Full-size image (<1 K) with X(n,ω) the point in SZ obtained by repeating (X1(ω),…,Xn(ω)) periodically on both sides and T the shift on SZ, be the empirical process associated to {Xj}j=1∞. We prove here that a large deviations result in the distributions of the empirical process w.r.t. a certain measure μ. This gives large deviations for the distributions of the empirical process with respect to a symmetric measure and also those associated to an exchangeable sequence of r.v.'s.

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