Sample Path Large Deviations for Order Statistics

DOI10.1239/jap/1300198147zbMath1229.62058MaRDI QIDQ5391094

Claudio Macci, Ken R. Duffy, Giovanni Luca Torrisi

Publication date: 5 April 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1300198147

zbMATH Keywords

weak convergence; Skorokhod topology; empirical laws

Mathematics Subject Classification ID

62G30: Order statistics; empirical distribution functions

60F10: Large deviations

Related Items

Rare events of transitory queues, Asymptotic behavior of the empirical conditional value-at-risk

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator
• Large deviation theorems for empirical probability measures
• Large deviations of goodness of fit statistics and linear combinations of order statistics
• Cramer type large deviations for linear combinations of order statistics
• A simple general approach to inference about the tail of a distribution
• Tail index estimation for dependent data
• Functional large deviation principles for first-passage-time processes
• Linear functions of order statistics with smooth weight functions
• How to make a Hill plot.
• A Cramér type theorem for weighted random variables
• An extension of Sanov's theorem: Application to the Gibbs conditioning principle
• Large deviation analysis of the single server queue
• Stochastic-Process Limits
• Some Useful Functions for Functional Limit Theorems
• A cramer type large deviation theorem for trimmed linear combinations of order statistics
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• On asymptotic normality of the hill estimator
• Abelian and Tauberian Theorems on the Bias of the Hill Estimator
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
• Functional Large Deviation Principles for Waiting and Departure Processes
• Large deviations for L-statistics
• Asymptotic probabilities and differential equations
• Parameter Estimation for the Truncated Pareto Distribution
• Large deviations for processes with independent increments
• Large deviations for processes with independent increments