AbstractIn this note, we give an estimate for the difference between the rate function for empirical measures of a stationary-dependent random sequence in τ-topology and the relative entropy
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
International audienceWe prove a Large Deviation Principle for a stationary Gaussian process over R ...
AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual...
AbstractIn this note, we give an estimate for the difference between the rate function for empirical...
AbstractThis paper extends results of Bolthausen and Schmock on the asymptotical behaviour of certai...
Entropy rate of discrete random sources are a real valued functional on the space of probability mea...
AbstractWe obtain rates of strong approximation of the empirical process indexed by functions by a B...
International audienceWe obtain rates of strong approximation of the empirical process indexed by fu...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
AbstractThe results of Donsker and Varadhan on the probability of large deviations for empirical mea...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
AbstractFor strongly ergodic discrete time Markov chains we discuss the possible limits as n→∞ of pr...
AbstractWe prove a central limit theorem for the d-dimensional distribution function of a class of s...
We study weak convergence of empirical processes of dependent data, indexed by classes of functions...
We provide a framework in which a class of conditional limit theorems can be proved in an unified wa...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
International audienceWe prove a Large Deviation Principle for a stationary Gaussian process over R ...
AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual...
AbstractIn this note, we give an estimate for the difference between the rate function for empirical...
AbstractThis paper extends results of Bolthausen and Schmock on the asymptotical behaviour of certai...
Entropy rate of discrete random sources are a real valued functional on the space of probability mea...
AbstractWe obtain rates of strong approximation of the empirical process indexed by functions by a B...
International audienceWe obtain rates of strong approximation of the empirical process indexed by fu...
AbstractWe show that the large deviation principle with respect to the weak topology holds for the e...
AbstractThe results of Donsker and Varadhan on the probability of large deviations for empirical mea...
Let X be a topological space and F denote the Borel σ-field in X. A family of probability measures {...
AbstractFor strongly ergodic discrete time Markov chains we discuss the possible limits as n→∞ of pr...
AbstractWe prove a central limit theorem for the d-dimensional distribution function of a class of s...
We study weak convergence of empirical processes of dependent data, indexed by classes of functions...
We provide a framework in which a class of conditional limit theorems can be proved in an unified wa...
AbstractWe prove a strong invariance principle for the two-parameter empirical process of stationary...
International audienceWe prove a Large Deviation Principle for a stationary Gaussian process over R ...
AbstractFor a sequence of strictly stationary uniform or strong mixing we estimate the mean residual...
DOI
Add to ORKG