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Trajectories of exchangeable sequences: Large and moderate deviations results

Daras Tryfonas

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URI: http://purl.tuc.gr/dl/dias/FB102243-CB49-42A2-B637-86E49F8B3C71
Year 1998
Type of Item Peer-Reviewed Journal Publication
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Bibliographic Citation T. Daras, "Trajectories of exchangeable sequences: Large and moderate deviations results", Stat. Probab. Lett., vol. 39, no. 4, pp. 289-304, Aug. 1998. doi:10.1016/S0167-7152(98)00025-X https://doi.org/10.1016/S0167-7152(98)00025-X
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Summary

In this paper we prove large and moderate deviations for the distribution of the trajectories of a sequence of r.v.'s w.r.t. a measure which is the mixture of certain sequences of p.m.'s. These results give large and moderate deviations for the trajectories of an exchangeable sequence.

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