Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers

DOI10.1051/PS:2005006zbMath1136.60323OpenAlexW2048460785MaRDI QIDQ4671824

Jamal Najim

Publication date: 26 April 2005

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__116_0

zbMATH Keywords

large deviationsepigraphical convergenceErdős-Rényi's law of large numbers

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (1)

Estimation of the realized (co-)volatility vector: large deviations approach

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