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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1998 Volume 43, Issue 1, Pages 97–115 (Mi tvp826)

This article is cited in 5 papers

Large deviations principle for partial sums $U$-processes

P. Eichelsbacher, M. Löwe

Fakultät fur Mathematik, Universitat Bielefeld, Germany

Abstract: The large deviations principle (LDP) is known to hold for $U$-statistics of real-valued kernel functions of i.i.d. random variables, where appropriate exponential tail conditions are assumed to hold. We prove that these conditions suffice for the large deviations principle to carry over to the partial sums $U$-processes corresponding to the statistics.

Keywords: large deviations, partial sums.

Received: 03.03.1997

Language: English

DOI: 10.4213/tvp826


 English version:
Theory of Probability and its Applications, 1999, 43:1, 26–41

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