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Trajectories of exchangeable sequences: Large and moderate deviations results

Tryfon Daras

Statistics & Probability Letters, 1998, vol. 39, issue 4, 289-304

Abstract: In this paper we prove large and moderate deviations for the distribution of the trajectories of a sequence of r.v.'s w.r.t. a measure which is the mixture of certain sequences of p.m.'s. These results give large and moderate deviations for the trajectories of an exchangeable sequence.

Keywords: Large; deviations; moderate; deviations; Trajectories; Exchangeable; sequences; Projective; systems (search for similar items in EconPapers)
Date: 1998
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