Large deviation principles and loglog laws for observation processes

DOI10.1111/J.1467-9574.1996.TB01492.XzbMath0858.60030OpenAlexW1998044245MaRDI QIDQ4715803

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

large deviationsPoisson processesextremal processeslarge order statisticsobservation processesStrassen-type iterated logarithm laws

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

Unusually large values for spectrally positive stable and related processes ⋮ Regular non-additive measure and Choquet integral ⋮ Complete metrizability of generalized compact-open topology

Cites Work

• On the functional form of the law of the iterated logarithm for the partial maxima of independent identically distributed random variables
• A Hausdorff Topology for the Closed Subsets of a Locally Compact Non-Hausdorff Space
• An invariance principle for the law of the iterated logarithm
• Some Asymptotic Formulas for Wiener Integrals
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