Mesures dominantes et théorème de Sanov
Annales de l'I.H.P. Probabilités et statistiques (1992)
- Volume: 28, Issue: 3, page 365-373
- ISSN: 0246-0203
Access Full Article
topHow to cite
topDinwoodie, 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] 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] 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] 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] R.N. Battacharya et R. Ranga Rao, Normal Approximation and Asymptotic Expansions, Wiley, 1976. Zbl0331.41023MR436272
- [5] E. Bolthausen, On the Probability of Large Deviations in Banach Spaces, Ann. Probab., vol.12, 1984, p.427-435. Zbl0538.60008MR735846
- [6] N. Bourbaki, Espaces Vectoriels Topologiques, Masson, 1981. Zbl0482.46001MR633754
- [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] I. Csiszár, Sanov Property, Generalized I-Projection and a Conditional Limit Theorem, Ann. Probab., vol. 12, 1984, p. 768-793. Zbl0544.60011MR744233
- [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] R.M. Dudley, Distances of Probability Measures and Random Variables, Ann. Math. Stat., vol. 39, 1968, p. 1563-1572. Zbl0169.20602MR230338
- [11] I. Ekeland et R. Temam, Analyse convexe et problèmes variationnels, Dunod, 1974. Zbl0281.49001MR463993
- [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] 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] 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] 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] 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] E.B. Manoukian, Modern Concepts and Theorems of Mathematical Statistics, Springer, 1986. Zbl0589.62001MR816943
- [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] P. Ney, Convexity and Large Deviations, Ann. Probab., vol. 12, 1984, p. 903-906. Zbl0543.60035MR744245
- [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] 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] 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] 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 ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.