Large Deviations for Extremes of U-processes

• Autorzy: Eichelsbacher P.
• Języki publikacji: EN

Abstrakty

EN

We prove a large deviations principle (LDP) for partial sums U-processes indexed by the half line. The LDP can be formulated on a suitable subset of the set of all absolutely continuous paths. We endow the space with a topology, which is stronger than the usual topology of uniform convergence on compact intervals. An LDP for the maximum of the sample path of the U-processes is obtained as a particular application.

Słowa kluczowe

EN

topology; LDP; large deviations principle

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 1999
• Tom: Vol. 19, Fasc. 1
• Strony: 1--13
• Opis fizyczny: Bibliogr. 15 poz.

Twórcy

autor

Eichelsbacher P.

• Fakultät für Mathematik, Universität Bielefeld, Postfach 10-0131, D-33501 Bielefeld, Germany

Bibliografia

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