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Large deviations for subsampling from individual sequences

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  • Dembo, Amir
  • Zeitouni, Ofer

Abstract

Consider a sequence of m deterministic points in ##R##d, and consider the empirical measure of a random sample (without replacements) of size n = n(m). We prove the large deviation principle and compute the resulting rate function for the latter empirical measure under the assumptions that the empirical measure of the m-sequence converges and that n/m tends to some 0

Suggested Citation

  • Dembo, Amir & Zeitouni, Ofer, 1996. "Large deviations for subsampling from individual sequences," Statistics & Probability Letters, Elsevier, vol. 27(3), pages 201-205, April.
    • Handle: RePEc:eee:stapro:v:27:y:1996:i:3:p:201-205
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Gamboa, F. & Rouault, A. & Zani, M., 1999. "A functional large deviations principle for quadratic forms of Gaussian stationary processes," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 299-308, July.

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