Large Deviations of the Sample Mean in General Vector Spaces
نویسندگان
چکیده
منابع مشابه
Sample - Path Large Deviations
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (twonode) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder’s sample-path large deviations theorem can be applied to calculate the as...
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Sample Path Large Deviations for Order Statistics
We consider the sample paths of the order statistics of independent and identically distributed random variables with common distribution function F . If F is strictly increasing but possibly having discontinuities, we prove that the sample paths of the order statistics satisfy the large deviation principle in the Skorokhod M1 topology. Sanov’s theorem is deduced in the SkorokhodM ′ 1 topology ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1979
ISSN: 0091-1798
DOI: 10.1214/aop/1176994985