IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v39y1998i4p289-304.html
   My bibliography  Save this article

Trajectories of exchangeable sequences: Large and moderate deviations results

Author

Listed:
  • Daras, Tryfon

Abstract

In this paper we prove large and moderate deviations for the distribution of the trajectories of a sequence of r.v.'s w.r.t. a measure which is the mixture of certain sequences of p.m.'s. These results give large and moderate deviations for the trajectories of an exchangeable sequence.

Suggested Citation

  • Daras, Tryfon, 1998. "Trajectories of exchangeable sequences: Large and moderate deviations results," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 289-304, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:4:p:289-304
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00025-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. de Acosta, A., 1994. "Large deviations for vector-valued Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 75-115, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Macci, Claudio & Pacchiarotti, Barbara, 2015. "Large deviations for a class of counting processes and some statistical applications," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 36-48.
    2. Macci, Claudio, 2008. "Large deviations for the time-integrated negative parts of some processes," Statistics & Probability Letters, Elsevier, vol. 78(1), pages 75-83, January.
    3. Yongzhao Shao & Raúl Jiménez, 1998. "Entropy for Random Partitions and Its Applications," Journal of Theoretical Probability, Springer, vol. 11(2), pages 417-433, April.
    4. Jiang, Tiefeng & Rao, M. Bhaskara & Wang, Xiangchen, 1995. "Large deviations for moving average processes," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 309-320, October.
    5. Léonard, C., 2000. "Large deviations for Poisson random measures and processes with independent increments," Stochastic Processes and their Applications, Elsevier, vol. 85(1), pages 93-121, January.
    6. Budhiraja, Amarjit & Chen, Jiang & Dupuis, Paul, 2013. "Large deviations for stochastic partial differential equations driven by a Poisson random measure," Stochastic Processes and their Applications, Elsevier, vol. 123(2), pages 523-560.
    7. Dembo, Amir & Zajic, Tim, 1995. "Large deviations: From empirical mean and measure to partial sums process," Stochastic Processes and their Applications, Elsevier, vol. 57(2), pages 191-224, June.
    8. Jorge Garcia, 2008. "A Large Deviation Principle for Stochastic Integrals," Journal of Theoretical Probability, Springer, vol. 21(2), pages 476-501, June.
    9. Adrien Genin & Peter Tankov, 2016. "Optimal importance sampling for L\'evy Processes," Papers 1608.04621, arXiv.org.
    10. Macci, Claudio & Torrisi, Giovanni Luca, 2011. "Risk processes with shot noise Cox claim number process and reserve dependent premium rate," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 134-145, January.
    11. Asmussen, Søren & Fuckerieder, Pascal & Jobmann, Manfred & Schwefel, Hans-Peter, 2002. "Large deviations and fast simulation in the presence of boundaries," Stochastic Processes and their Applications, Elsevier, vol. 102(1), pages 1-23, November.
    12. Michel Mandjes, 2022. "Multivariate M/G/1 systems with coupled input and parallel service," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 309-311, April.
    13. Djellout, Hacène & Guillin, Arnaud & Samoura, Yacouba, 2017. "Estimation of the realized (co-)volatility vector: Large deviations approach," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2926-2960.
    14. Florens, Danielle & Pham, Huyên, 1998. "Large deviation probabilities in estimation of Poisson random measures," Stochastic Processes and their Applications, Elsevier, vol. 76(1), pages 117-139, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:39:y:1998:i:4:p:289-304. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.