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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 1, Pages 97–115
DOI: https://doi.org/10.4213/tvp826 (Mi tvp826) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Large deviations principle for partial sums $U$-processes

P. Eichelsbacher, M. Löwe

Fakultät fur Mathematik, Universitat Bielefeld, Germany
Full-text PDF (848 kB) Citations (5)
DOI: https://doi.org/10.4213/tvp826
Abstract: The large deviations principle (LDP) is known to hold for $U$-statistics of real-valued kernel functions of i.i.d. random variables, where appropriate exponential tail conditions are assumed to hold. We prove that these conditions suffice for the large deviations principle to carry over to the partial sums $U$-processes corresponding to the statistics.
Keywords: large deviations, partial sums.
Received: 03.03.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 1, Pages 26–41
DOI: https://doi.org/10.1137/S0040585X97976647
Bibliographic databases:
Language: English
Citation: P. Eichelsbacher, M. Löwe, “Large deviations principle for partial sums $U$-processes”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 97–115; Theory Probab. Appl., 43:1 (1999), 26–41
Citation in format AMSBIB
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\paper Large deviations principle for partial sums $U$-processes
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\pages 97--115
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 1
\pages 26--41
\crossref{https://doi.org/10.1137/S0040585X97976647}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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