Mesures dominantes et théorème de Sanov

I. H. Dinwoodie

Annales de l'I.H.P. Probabilités et statistiques (1992)

  • Volume: 28, Issue: 3, page 365-373
  • ISSN: 0246-0203

How to cite

top

Dinwoodie, I. H.. "Mesures dominantes et théorème de Sanov." Annales de l'I.H.P. Probabilités et statistiques 28.3 (1992): 365-373. <http://eudml.org/doc/77437>.

@article{Dinwoodie1992,
author = {Dinwoodie, I. H.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {large deviations; asymptotic expansions; Sanov's theorem; empirical distribution},
language = {fre},
number = {3},
pages = {365-373},
publisher = {Gauthier-Villars},
title = {Mesures dominantes et théorème de Sanov},
url = {http://eudml.org/doc/77437},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Dinwoodie, I. H.
TI - Mesures dominantes et théorème de Sanov
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1992
PB - Gauthier-Villars
VL - 28
IS - 3
SP - 365
EP - 373
LA - fre
KW - large deviations; asymptotic expansions; Sanov's theorem; empirical distribution
UR - http://eudml.org/doc/77437
ER -

References

top
  1. [1] R. Azencott, Grandes déviations et applications, École d'Été de probabilités de Saint-Flour VIII-1978, LNM 774, Springer-Verlag, 1980, p.1-176. Zbl0435.60028MR590626
  2. [2] R.R. Bahadur et R. Ranga Rao, On Deviations of the Sample Mean, Ann. Math. Stat., vol.31, 1960, p. 43-54. Zbl0101.12603MR117775
  3. [3] R.R. Bahadur et S.L. Zabell, Large Deviations of the Sample Mean in General Vector Spaces, Ann. Probab., vol. 7, 1979, p. 587-621. Zbl0424.60028MR537209
  4. [4] R.N. Battacharya et R. Ranga Rao, Normal Approximation and Asymptotic Expansions, Wiley, 1976. Zbl0331.41023MR436272
  5. [5] E. Bolthausen, On the Probability of Large Deviations in Banach Spaces, Ann. Probab., vol.12, 1984, p.427-435. Zbl0538.60008MR735846
  6. [6] N. Bourbaki, Espaces Vectoriels Topologiques, Masson, 1981. Zbl0482.46001MR633754
  7. [7] D.M. Chibisov, An Investigation of the Asymptotic Power of the Tests of Fit, Theory Probab. Appl., vol. 10, 1965, p. 421-437. Zbl0139.37302MR191025
  8. [8] I. Csiszár, Sanov Property, Generalized I-Projection and a Conditional Limit Theorem, Ann. Probab., vol. 12, 1984, p. 768-793. Zbl0544.60011MR744233
  9. [9] M.D. Donsker et S.R.S. Varadhan, Asymptotic Evaluation of Certain Markov Process Expectations for Large Time-III, Commun. Pure Appl. Math., vol. 24, 1976, p. 389-461. Zbl0348.60032MR428471
  10. [10] R.M. Dudley, Distances of Probability Measures and Random Variables, Ann. Math. Stat., vol. 39, 1968, p. 1563-1572. Zbl0169.20602MR230338
  11. [11] I. Ekeland et R. Temam, Analyse convexe et problèmes variationnels, Dunod, 1974. Zbl0281.49001MR463993
  12. [12] J.A. Fill, Asymptotic Expansions for Large Deviation Probabilities in the Strong Law of Large Numbers, Probab. Theory Rel. Fields, vol. 81, 1989, p. 213-233. Zbl0643.60025MR982654
  13. [13] R. Fortet et E. Mourier, Convergence de la répartition empirique vers la répartition théorique, Ann. Sci. École Norm. Sup., vol. 70, 1953, p. 266-285. Zbl0050.13701MR61325
  14. [14] P. Groeneboom et G.P. Shorack, Large Deviations of Goodness-of-Fit Statistics and Linear Combinations of Order Statistics, Ann. Probab., vol. 9, 1981, p.971-987. Zbl0473.60035MR632970
  15. [15] P. Groeneboom, J. Oosterhoff et F.H. Ruymgaart, Large Deviation Theorems for Empirical Probability Measures, Ann. Probab., vol. 7, 1979, p. 553-586. Zbl0425.60021MR537208
  16. [16] T. Inglot et T. Ledwina, On Probabilities of Excessive Deviations for Kolmogorov-Smirnov, Cramér-von Mises and Chi-Square Statistics, Ann. Stat., vol. 18, 1990, p.1491-1495. Zbl0705.62025MR1062723
  17. [17] E.B. Manoukian, Modern Concepts and Theorems of Mathematical Statistics, Springer, 1986. Zbl0589.62001MR816943
  18. [18] P. Ney, Dominating Points and the Asymptotics of Large Deviations for Random Walk on Rd, Ann. Probab., vol. 11, 1983, p.158-167. Zbl0503.60035MR682806
  19. [19] P. Ney, Convexity and Large Deviations, Ann. Probab., vol. 12, 1984, p. 903-906. Zbl0543.60035MR744245
  20. [20] J. Reeds, Correction Terms for Multinomial Large Deviations, Asymptotic Theory of Statistical Tests and Estimation, Academic Press, 1980, p. 287-305. Zbl0602.60036MR571345
  21. [21] J. Robinson, T. Höglund, L. Holst et M.P. Quine, On Approximating Probabilities for Small and Large Deviations in Rd, Ann. Probab., vol. 18, 1990, p. 727-753. Zbl0704.60018MR1055431
  22. [22] I.N. Sanov, On the Probabilities of Large Deviations of Random Variables, Selected Translations in Mathematical Statistics and Probability1, American Mathematical Society, 1961, p. 213-244. Zbl0112.10106MR116378
  23. [23] C. Stone, On Local and Ratio Limit Theorems, Proceedings of the Fifth Berkeley Symposium, vol. II, University of California Press, Berkeley, 1967. Zbl0236.60021MR222939

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.