Large deviation principles and loglog laws for observation processes
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Publication:4715803
DOI10.1111/j.1467-9574.1996.tb01492.xzbMath0858.60030MaRDI 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
large deviations; Poisson processes; extremal processes; large order statistics; observation processes; Strassen-type iterated logarithm laws
60F10: Large deviations
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Complete metrizability of generalized compact-open topology, Unusually large values for spectrally positive stable and related processes, Regular non-additive measure and Choquet integral
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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