Add to ORKGWe discuss the large and moderate deviations of a type of empirical processes whose finite-dimensional distributions do not satisfy the Cramer condition. Nonstandard speeds and rate functions appear.Large deviations Moderate deviations Empirical processes
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
We prove large deviation principles for three non-standard telegraph processes. The first one is a ...
We show that the large deviation principle with respect to the weak topology holds for the empirical...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
AbstractCertain results on large deviation probabilities for linear and m-dependent processes are co...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
AbstractWe consider large and moderate deviations for the empirical mean and covariance of hilbertia...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
We prove large deviation principles for three non-standard telegraph processes. The first one is a ...
We show that the large deviation principle with respect to the weak topology holds for the empirical...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
AbstractCertain results on large deviation probabilities for linear and m-dependent processes are co...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
AbstractWe consider large and moderate deviations for the empirical mean and covariance of hilbertia...
We prove the large deviation principle for empirical estimators of stationary distributions of semi-...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
We investigate, by means of an example, the large deviations principle for the empirical measure of ...
We prove large deviation principles for three non-standard telegraph processes. The first one is a ...