• Title of article

    Rank-dependent moderate deviations of U-empirical measures in strong topologies

  • Author/Authors

    Eichelsbacher، Peter نويسنده , , Schmock، Uwe نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    -60
  • From page
    61
  • To page
    0
  • Abstract
    We prove a rank-dependent moderate deviation principle for U-empirical measures, where the underlying i.i.d. random variables take values in a measurable (not necessarily Polish) space (S,S). The result can be formulated on a suitable subset of all signed measures on (Sm,¢_m). We endow this space with a topology, which is stronger than the usual F-topology. A moderate deviation principle for Banach-space valued U-statistics is obtained as a particular application. The advantage of our result is that we obtain in the degenerate case moderate deviations in non-Gaussian situations with non-convex rate functions.
  • Keywords
    Tail probability inequalities , Hoffmann , Jorgensen inequality , Poisson bounds , Product spaces , Number of event recurrences , Number of entrance times
  • Journal title
    PROBABILITY THEORY AND RELATED FIELDS
  • Serial Year
    2003
  • Journal title
    PROBABILITY THEORY AND RELATED FIELDS
  • Record number

    73126