A Cramér type theorem for weighted random variables

DOI10.1214/EJP.v7-103zbMath1011.60005MaRDI QIDQ1858648

Jamal Najim

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122629

zbMATH Keywords

empirical meanslarge deviationsempirical measuresmaximum entropy on the means

Mathematics Subject Classification ID

Large deviations (60F10) Random measures (60G57)

Related Items (16)

A Weighted Bootstrap Procedure for Divergence Minimization Problems ⋮ Large deviations for weighted empirical mean with outliers ⋮ Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables ⋮ Applications of large deviations to optimal experimental designs ⋮ Estimation of the realized (co-)volatility vector: large deviations approach ⋮ Contraction principle for trajectories of random walks and Cramer's theorem for kernel-weighted sums ⋮ Canonical moments and random spectral measures ⋮ Large deviations of the extreme eigenvalues of random deformations of matrices ⋮ Large deviations for bootstrapped empirical measures ⋮ Sample Path Large Deviations for Order Statistics ⋮ Asymptotic properties of the algebraic moment range process ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Conditional principles for random weighted measures ⋮ Entropic Projections and Dominating Points ⋮ Cramér’s Theorem is Atypical ⋮ Sup-sums principles for \(F\)-divergence and a new definition for \(t\)-entropy

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