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Trajectories of exchangeable sequences: Large and moderate deviations results

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  • Daras, Tryfon

Abstract

In this paper we prove large and moderate deviations for the distribution of the trajectories of a sequence of r.v.'s w.r.t. a measure which is the mixture of certain sequences of p.m.'s. These results give large and moderate deviations for the trajectories of an exchangeable sequence.

Suggested Citation

  • Daras, Tryfon, 1998. "Trajectories of exchangeable sequences: Large and moderate deviations results," Statistics & Probability Letters, Elsevier, vol. 39(4), pages 289-304, August.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:4:p:289-304
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    References listed on IDEAS

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    1. de Acosta, A., 1994. "Large deviations for vector-valued Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 75-115, June.
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