Sample Path Large Deviations for Order Statistics

DOI10.1239/JAP/1300198147MaRDI QIDQ5391094zbMATH OpenOpenAlexFDO

Authors Ken R. Duffy, Claudio Macci, 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 convergenceSkorokhod topologyempirical laws

Mathematics Subject Classification ID

Large deviations (60F10) Order statistics; empirical distribution functions (62G30)

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Cited in

(5)

• Large deviations and additivity principle for the open harmonic process
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• Rare events of transitory queues
• Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables
• Asymptotic behavior of the empirical conditional value-at-risk

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