Uniform large and moderate deviations for functional empirical processes

DOI10.1016/S0304-4149(97)00006-9MaRDI QIDQ1382536zbMATH OpenOpenAlexFDO

Authors Amir Dembo, Tim Zajic

Publication date 29 March 1998

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(97)00006-9

zbMATH Keywords

empirical processlarge deviationsmoderate deviationslaw of iterated logarithm integrability

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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• A function space large deviation principle for certain stochastic integrals
• Comparison theorems, random geometry and some limit theorems for empirical processes
• Functional laws of the iterated logarithm for the partial sums of i.i.d. random variables in the asymmetric stable law
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• Large deviations and stochastic homogenization
• Large deviations, moderate deviations and LIL for empirical processes
• Large deviations: From empirical mean and measure to partial sums process
• Sharper bounds for Gaussian and empirical processes

Cited in

(20)

• Functional moderate deviations for triangular arrays and applications
• Some uniform large deviation results in nonparametric function estimation
• Moderate deviation principles for trajectories of sums of independent Banach space valued random variables
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Some new almost sure results on the functional increments of the uniform empirical process
• Sample path large deviations for multiclass feedforward queueing networks in critical loading
• Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
• The law of the iterated logarithm for two-dimensional stochastic Navier-Stokes equations
• Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources
• Large deviation principle for empirical measures generated by Cox point processes
• Exponential bounds for the probability deviations of sums of random fields
• Moderate deviations and functional LIL for super-Brownian motion
• The law of the iterated logarithm for a class of SPDEs
• Moderate deviations for randomly perturbed dynamical systems
• Large and moderate deviations of empirical processes with nonstandard rates
• Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading
• Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes
• Dominant measures and Sanov's theorem
• Estimation of the realized (co-)volatility vector: large deviations approach
• Moderate deviation principles for stochastic differential equations with jumps

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