Large deviation principles and loglog laws for observation processes

DOI10.1111/J.1467-9574.1996.TB01492.XMaRDI QIDQ4715803zbMATH OpenOpenAlexFDO

Authors George L. O'Brien, Wim Vervaat

Publication date 23 March 1997

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1996.tb01492.x

zbMATH Keywords

extremal processeslarge deviationslarge order statisticsobservation processesPoisson processesStrassen-type iterated logarithm laws

Mathematics Subject Classification ID

Large deviations (60F10)

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Cites work

• A Hausdorff Topology for the Closed Subsets of a Locally Compact Non-Hausdorff Space
• An invariance principle for the law of the iterated logarithm
• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3502485 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• On the functional form of the law of the iterated logarithm for the partial maxima of independent identically distributed random variables
• Some Asymptotic Formulas for Wiener Integrals

Cited in

(7)

• Large deviations for increasing sequences on the plane
• Complete metrizability of generalized compact-open topology
• Unusually large values for spectrally positive stable and related processes
• Regular non-additive measure and Choquet integral
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• scientific article; zbMATH DE number 4194837 (Why is no real title available?)
• Large deviation principles for sequences of maxima and minima

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