Title of article :
Uniform large and moderate deviations for functional empirical processes
Author/Authors :
Dembo، نويسنده , , Amir and Zajic، نويسنده , , Tim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
For {Xi}i ≥ 1 a sequence of i.i.d. random variables taking values in a Polish space Σ with distribution μ, we obtain large and moderate deviation principles for the processes {n−1 Σ[nt]i = 1 δXi; t ≥ 0}n ≥ 1 and {n−12 Σ[nt]i = 1 (δXi − μ); t ≥ 0}n ≥ 1, respectively. Given a class of bounded functions F on Σ, 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.
Keywords :
Moderate deviations , Large deviations , Law of the iterated logarithm , 60F10 , Empirical process , 60G50 , 60B12
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications