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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 2016 Volume 454, Pages 112–120 (Mi znsl6387)
On moderate deviation probabilities of empirical probability measures for contiguous probability measures

M. S. Ermakovabc

a Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
b St. Petersburg State University, St. Petersburg, Russia
c St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences, St. Petersburg, Russia

Abstract: We study moderate deviation probabilities of empirical measures for contiguous distributions and prove large deviation principle for this setup.

Key words and phrases: large deviation, moderate devation, empirical probability.

UDC: 519.2

Received: 21.10.2016


 English version: Journal of Mathematical Sciences (New York), 2018, 229:6, 671–677

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© Steklov Math. Inst. of RAS, 2024