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Zapiski Nauchnykh Seminarov POMI, 2016, Volume 454, Pages 112–120 (Mi znsl6387)  

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
References:
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
English version:
Journal of Mathematical Sciences (New York), 2018, Volume 229, Issue 6, Pages 671–677
DOI: https://doi.org/10.1007/s10958-018-3706-3
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Erm16}
\by M.~S.~Ermakov
\paper On moderate deviation probabilities of empirical probability measures for contiguous probability measures
\inbook Probability and statistics. Part~24
\serial Zap. Nauchn. Sem. POMI
\yr 2016
\vol 454
\pages 112--120
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6387}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3602404}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2018
\vol 229
\issue 6
\pages 671--677
\crossref{https://doi.org/10.1007/s10958-018-3706-3}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85042233129}
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  • https://www.mathnet.ru/eng/znsl/v454/p112
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