Sample Path Large Deviations for Order Statistics
نویسندگان
چکیده
منابع مشابه
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: Journal of Applied Probability
سال: 2011
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1300198147