Large deviations for products of empirical probability measures in the -topology
From MaRDI portal
Publication:1374850
DOI10.1023/A:1022610532538zbMATH Open0891.60031MaRDI QIDQ1374850FDOQ1374850
Authors: Peter Eichelsbacher
Publication date: 18 December 1997
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Recommendations
- Large deviations of \(U\)-empirical measures in strong topologies and applications
- Large deviations for products of empirical measures of dependent sequences
- Markov process large deviations in \(\tau\)-topology
- Large deviation principles with respect to the \(\tau\)-topology for exchangeable sequences: a necessary and sufficient condition
Cited In (9)
- Large deviations in partial sums of \(U\)-processes in stronger topologies
- Large deviation principles with respect to the \(\tau\)-topology for exchangeable sequences: a necessary and sufficient condition
- Dominant measures and Sanov's theorem
- Large deviations for products of empirical measures of dependent sequences
- On large deviations for empirical measure sequences
- Moderate and large deviations for \(U\)-processes
- A Large Deviation Principle for the Reduction of Product Representations
- Large deviations of \(U\)-empirical measures in strong topologies and applications
- Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies
This page was built for publication: Large deviations for products of empirical probability measures in the \(\tau\)-topology
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1374850)