Ju n 20 09 LARGE DEVIATIONS APPLICATION TO BILLINGSLEY ’ S EXAMPLE
نویسنده
چکیده
We consider a classical model related to an empirical distribution function Fn(t) = 1 n Pn k=1 I{ξk≤t} of (ξk)i≥1 – i.i.d. sequence of random variables, supported on the interval [0, 1], with continuous distribution function F (t) = P(ξ1 ≤ t). Applying “Stopping Time Techniques”, we give a proof of Kolmogorov’s exponential bound
منابع مشابه
EUROPEAN ORGANIZATION FOR NUCLEAR RESEARCH European Laboratory for Particle Physics OVERALL OPTICS SOLUTIONS FOR VERY HIGH BETA IN ATLAS
LHC Project Report 1135 CERN, CH-1211 Geneva 23 Switzerland 1) LAL, Univ. Paris-Sud, CNRS/IN2P3, Orsay, France. CERN, Geneva, Switzerland Presented at EPAC'08, 11th European Particle Accelerator Conference, Genoa, Italy June 23-27, 2008 in 2p 300 39 26 83 , v er si on 1 9 Ju n 20 09 Author manuscript, published in "11th European Particle Accelerator Conference (EPAC08), Genoa : Italie (2008)"
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