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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 112–120
(Mi znsl6387)
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On moderate deviation probabilities of empirical probability measures for contiguous probability measures
M. S. Ermakovabc a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
c St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia
Abstract:
We study moderate deviation probabilities of empirical measures for contiguous distributions and prove large deviation principle for this setup.
Key words and phrases:
large deviation, moderate devation, empirical probability.
Received: 21.10.2016
Citation:
M. S. Ermakov, “On moderate deviation probabilities of empirical probability measures for contiguous probability measures”, Probability and statistics. Part 24, Zap. Nauchn. Sem. POMI, 454, POMI, St. Petersburg, 2016, 112–120; J. Math. Sci. (N. Y.), 229:6 (2018), 671–677
Linking options:
https://www.mathnet.ru/eng/znsl6387 https://www.mathnet.ru/eng/znsl/v454/p112
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Abstract page: | 2838 | Full-text PDF : | 35 | References: | 41 |
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