메뉴 건너뛰기




Volumn 7, Issue , 2002, Pages 1-32

A Cramér type theorem for weighted random variables

Author keywords

Empirical means; Empirical measures; Large deviations; Maximum entropy on the mean

Indexed keywords


EID: 3542995905     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v7-103     Document Type: Article
Times cited : (27)

References (23)
  • 2
    • 0000513475 scopus 로고
    • Large deviations of the sample means in general vector spaces
    • R.R. Bahadur and S. Zabell. Large deviations of the sample means in general vector spaces. Ann. Probab., 7:587-621, 1979.
    • (1979) Ann. Probab , vol.7 , pp. 587-621
    • Bahadur, R.R.1    Zabell, S.2
  • 3
    • 0034453348 scopus 로고    scopus 로고
    • Sharp large deviations for gaussian quadratic forms with applications
    • B. Bercu, F. Gamboa, and M. Lavielle. Sharp large deviations for gaussian quadratic forms with applications. ESAIM Probab. Statist., 4:1-24, 2000.
    • (2000) ESAIM Probab. Statist , vol.4 , pp. 1-24
    • Bercu, B.1    Gamboa, F.2    Lavielle, M.3
  • 4
    • 0031592013 scopus 로고    scopus 로고
    • Large deviations for quadratic functionals of stationary Gaussian processes
    • B. Bercu, F. Gamboa, and A. Rouault. Large deviations for quadratic functionals of stationary Gaussian processes. Stochastic Process. Appl., 71:75-90, 1997.
    • (1997) Stochastic Process. Appl , vol.71 , pp. 75-90
    • Bercu, B.1    Gamboa, F.2    Rouault, A.3
  • 5
    • 0031513924 scopus 로고    scopus 로고
    • Large deviations for quadratic functionals of Gaussian processes
    • W. Bryc and A. Dembo. Large deviations for quadratic functionals of Gaussian processes. J. Theoret. Probab., 10:307-332, 1997.
    • (1997) J. Theoret. Probab , vol.10 , pp. 307-332
    • Bryc, W.1    Dembo, A.2
  • 6
    • 0033336975 scopus 로고    scopus 로고
    • Mem pixel correlated solutions for generalized moment and interpolation problems
    • I. Csiszar, F. Gamboa, and E. Gassiat. Mem pixel correlated solutions for generalized moment and interpolation problems. IEEE Trans. Inform. Theory, 45(7):2253-2270, 1999.
    • (1999) IEEE Trans. Inform. Theory , vol.45 , Issue.7 , pp. 2253-2270
    • Csiszar, I.1    Gamboa, F.2    Gassiat, E.3
  • 8
    • 38149147148 scopus 로고
    • Large deviations for vector-valued Lévy processes
    • A. de Acosta. Large deviations for vector-valued Lévy processes. Stochastic Process. Appl., 51:75-115, 1994.
    • (1994) Stochastic Process. Appl , vol.51 , pp. 75-115
    • De Acosta, A.1
  • 11
    • 10644271031 scopus 로고
    • The large deviation principle for measures with random weights
    • R.S. Ellis, J. Gough, and J.V. Pule. The large deviation principle for measures with random weights. Rev. Math. Phys., 5(4): 659-692, 1993.
    • (1993) Rev. Math. Phys , vol.5 , Issue.4 , pp. 659-692
    • Ellis, R.S.1    Gough, J.2    Pule, J.V.3
  • 12
    • 0031486842 scopus 로고    scopus 로고
    • Bayesian methods and maximum entropy for ill-posed inverse problems
    • F. Gamboa and E. Gassiat. Bayesian methods and maximum entropy for ill-posed inverse problems. Ann. Statist., 25(1):328-350, 1997.
    • (1997) Ann. Statist , vol.25 , Issue.1 , pp. 328-350
    • Gamboa, F.1    Gassiat, E.2
  • 13
    • 0042597523 scopus 로고    scopus 로고
    • A functional large deviations principle for quadratic forms of Gaussian stationary processes
    • F. Gamboa, A. Rouault, and M. Zani. A functional large deviations principle for quadratic forms of Gaussian stationary processes. Statist. Probab. Lett., 43:299-308, 1999.
    • (1999) Statist. Probab. Lett , vol.43 , pp. 299-308
    • Gamboa, F.1    Rouault, A.2    Zani, M.3
  • 14
    • 0042415790 scopus 로고    scopus 로고
    • Large deviations for Poisson random measures and processes with independent increments
    • C. Leonard. Large deviations for Poisson random measures and processes with independent increments. Stochastic Process. Appl., 85:93-121, 2000.
    • (2000) Stochastic Process. Appl , vol.85 , pp. 93-121
    • Leonard, C.1
  • 16
    • 0000821744 scopus 로고
    • Large deviations for processes with independent increments
    • J. Lynch and J. Sethuraman. Large deviations for processes with independent increments. Ann.. Probab., 15(2):610-627, 1987.
    • (1987) Ann.. Probab , vol.15 , Issue.2 , pp. 610-627
    • Lynch, J.1    Sethuraman, J.2
  • 17
    • 0001684239 scopus 로고
    • Large deviations for trajectories of multi-dimentional random walks
    • A.A. Mogul’skii. Large deviations for trajectories of multi-dimentional random walks. Theory Probab. Appl., 21:300-315, 1976.
    • (1976) Theory Probab. Appl , vol.21 , pp. 300-315
    • Mogul’skii, A.A.1
  • 18
    • 0000036851 scopus 로고
    • Large deviations for processes with independent increments
    • A.A. Mogul’skii. Large deviations for processes with independent increments. Ann. Probab., 21:202-213, 1993.
    • (1993) Ann. Probab , vol.21 , pp. 202-213
    • Mogul’skii, A.A.1
  • 19
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton
    • R. T. Rockafellar. Convex Analysis. Princeton University Press, Princeton, 1970.
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 20
    • 0002812970 scopus 로고
    • Convex integral functionals and duality
    • E. Zarantello, Academic Press
    • R. T. Rockafellar. Convex integral functionals and duality. In E. Zarantello, editor, Contributions to Non Linear Functional Analysis, pages 215-236. Academic Press, 1971.
    • (1971) Contributions to Non Linear Functional Analysis , pp. 215-236
    • Rockafellar, R.T.1
  • 21
    • 84972496401 scopus 로고
    • Integrals which are convex functionals, II
    • R. T. Rockafellar. Integrals which are convex functionals, II. Pacific J. Math., 39(2):439-469, 1971.
    • (1971) Pacific J. Math , vol.39 , Issue.2 , pp. 439-469
    • Rockafellar, R.T.1
  • 22
    • 0009222401 scopus 로고
    • A perturbed mean field model of an interacting boson gas and the large deviation principle
    • M. van den Berg, T. C. Dorlas, J. T. Lewis, and J. V. Pule. A perturbed mean field model of an interacting boson gas and the large deviation principle. Comm. Math. Phys., 127(1):41-69, 1990.
    • (1990) Comm. Math. Phys , vol.127 , Issue.1 , pp. 41-69
    • Van Den Berg, M.1    Dorlas, T.C.2    Lewis, J.T.3    Pule, J.V.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.