On large deviation principles in metric spaces (Q542179): Difference between revisions
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| Property / author | |||
| Property / author: Aleksandr A. Borovkov / rank | |||
| Property / author | |||
| Property / author: Q542178 / rank | |||
| Property / review text | |||
The authors develop a theory of large deviations for sequences of random elements of metric spaces. The main result deals with conditions under which an estimate for deviations from a point implies a certain estimate for deviations from a set. A detailed analysis of some examples is given; in particular, the authors give new examples of large derivation principles for random walks and empirical processes, which were not covered by the existing results. | |||
| Property / review text: The authors develop a theory of large deviations for sequences of random elements of metric spaces. The main result deals with conditions under which an estimate for deviations from a point implies a certain estimate for deviations from a set. A detailed analysis of some examples is given; in particular, the authors give new examples of large derivation principles for random walks and empirical processes, which were not covered by the existing results. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Anatoly N. Kochubei / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5905386 / rank | |||
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| Property / zbMATH Keywords | |||
large deviation principle | |||
| Property / zbMATH Keywords: large deviation principle / rank | |||
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| Property / zbMATH Keywords | |||
local large deviation | |||
| Property / zbMATH Keywords: local large deviation / rank | |||
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| Property / zbMATH Keywords | |||
extended large deviation | |||
| Property / zbMATH Keywords: extended large deviation / rank | |||
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| Property / author | |||
| Property / author: Aleksandr A. Borovkov / rank | |||
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| Property / author | |||
| Property / author: Anatoliĭ Alfredovich Mogul'skiĭ / rank | |||
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| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11202-010-0098-0 / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1992706582 / rank | |||
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| Property / cites work | |||
| Property / cites work: Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces / rank | |||
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| Property / cites work | |||
| Property / cites work: Asymptotic probabilities and differential equations / rank | |||
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| Property / cites work | |||
| Property / cites work: Large deviations / rank | |||
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| Property / cites work | |||
| Property / cites work: Q5644548 / rank | |||
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| Property / cites work | |||
| Property / cites work: Chebyshev-Type Exponential Inequalities for Sums of Random Vectors and for Trajectories of Random Walks / rank | |||
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| Property / cites work | |||
| Property / cites work: Asymptotic Analysis of Random Walks / rank | |||
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| Property / cites work | |||
| Property / cites work: Large deviations and testing statistical hypotheses. I: Large deviations of sums of random vectors / rank | |||
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| Property / cites work | |||
| Property / cites work: On Large and Superlarge Deviations of Sums of Independent Random Vectors under Cramér's Condition. I / rank | |||
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| Property / cites work: On Large and Superlarge Deviations of Sums of Independent Random Vectors Under Cramér's Condition. II / rank | |||
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| Property / cites work | |||
| Property / cites work: Large Deviations for Trajectories of Multi-Dimensional Random Walks / rank | |||
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| links / mardi / name | links / mardi / name | ||
Revision as of 03:09, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviation principles in metric spaces |
scientific article |
Statements
On large deviation principles in metric spaces (English)
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8 June 2011
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The authors develop a theory of large deviations for sequences of random elements of metric spaces. The main result deals with conditions under which an estimate for deviations from a point implies a certain estimate for deviations from a set. A detailed analysis of some examples is given; in particular, the authors give new examples of large derivation principles for random walks and empirical processes, which were not covered by the existing results.
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large deviation principle
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local large deviation
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extended large deviation
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