Th�or�mes de grandes deviations pour des mesures al�atoires

DOI10.1007/BF00532795MaRDI QIDQ3660602zbMATH OpenOpenAlexFDO

Authors Abderrahmen Touati, Frédéric Portal

Publication date 1984

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00532795

zbMATH Keywords

empirical lawKullback informationpredictable compensatorstatistical applications

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57)

Cites work

• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotic evaluation of certain markov process expectations for large time, II
• Asymptotic evaluation of certain Markov process expectations for large time—III
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• Majorations de Chernoff pour des cha�nes de Markov contr�l�es
• Markov Chains with Continuous Components
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Nonparametric inference for a family of counting processes
• On the Probability of Large Deviations of Families of Sample Means
• Sequential Design of Experiments

Cited in

(1)

• Large deviation probabilities in estimation of Poisson random measures

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