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Large deviations for the empirical process of a symmetric measure: a lower bound

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  • Daras, Tryfon

Abstract

Let {Xj}j=1[infinity] be a sequence of r.v.'s defined on a probability space ([Omega],F,[mu]) and taking values in a compact metric space S, let Rn([omega],.)=(1/n)[summation operator]k=0n-1 [delta]Tk(X(n,[omega]))(·) with X(n,[omega]) the point in SZ obtained by repeating (X1([omega]),...,Xn([omega])) periodically on both sides and T the shift on SZ, be the empirical process associated to {Xj}j=1[infinity]. We prove here that a large deviations result in the distributions of the empirical process w.r.t. a certain measure [mu]. This gives large deviations for the distributions of the empirical process with respect to a symmetric measure and also those associated to an exchangeable sequence of r.v.'s.

Suggested Citation

  • Daras, Tryfon, 2004. "Large deviations for the empirical process of a symmetric measure: a lower bound," Statistics & Probability Letters, Elsevier, vol. 66(2), pages 197-204, January.
  • Handle: RePEc:eee:stapro:v:66:y:2004:i:2:p:197-204
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    References listed on IDEAS

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    1. Daras, Tryfon, 1997. "Large and moderate deviations for the empirical measures of an exchangeable sequence," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 91-100, November.
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    Cited by:

    1. Ma, Yutao & Song, Qiongxia & Wu, Liming, 2007. "Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 239-246, February.

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