The Large Deviations of Estimating Rate Functions
نویسندگان
چکیده
منابع مشابه
The Large Deviations of Estimating Rate-Functions
Given a sequence of bounded random variables that satisfies a well known mixing condition, it is shown that empirical estimates of the ratefunction for the partial sums process satisfies the large deviation principle in the space of convex functions equipped with the Attouch-Wets topology. As an application, a large deviation principle for estimating the exponent in the tail of the queue-length...
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Let 0= U0,n ≤ U1,n ≤ ··· ≤ Un−1,n ≤ Un,n = 1 be an ordered sample from uniform [0,1] distribution, and Din = Ui,n −Ui−1,n, i = 1,2, . . . ,n; n = 1,2, . . . , be their spacings, and let f1n, . . . , fnn be a set of measurable functions. In this paper, the probabilities of the moderate and Cramer-type large deviation theorems for statistics Rn(D)= f1n(nD1n) + ···+ fnn(nDnn) are proved. Applicati...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2005
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200000218