Large deviation probabilities in terms of majorizing measures

DOI10.1163/156939703322003953MaRDI QIDQ4416145zbMATH OpenOpenAlexFDO

Authors Yu. V. Kozachenko, O. M. Moklyachuk

Publication date 7 August 2003

Full work available at URL https://doi.org/10.1163/156939703322003953

zbMATH Keywords

compact metric spaceHölder inequality for Orlicz space normsLuxemburg normmajorizing measureOrlicz space of random variables

Mathematics Subject Classification ID

Large deviations (60F10) General theory of stochastic processes (60G07) Gaussian processes (60G15) Sample path properties (60G17) Non-Markovian processes: estimation (62M09)

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Cited in

(10)

• Large deviation principle for moment map estimation
• Estimates of distributions for some functionals of stochastic processes from an Orlicz space
• Large deviation principle with generated pseudo measures
• Large deviations and idempotent probability
• Probability measures with big kernels
• Conditions of boundedness and continuity of stochastic processes from some Orlicz spaces in terms of majorizing measures
• Averaged deviations of Orlicz processes and majorizing measures
• High Level Occupation Times for Gaussian Stochastic Processes with Sample Paths in Orlicz Spaces
• Large Deviations for Gaussian Stochastic Processes with Sample Paths in Orlicz Spaces
• Densities of idempotent measures and large deviations

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