Showing papers by "Amir Dembo published in 1998"
Book•
27 Mar 1998
TL;DR: The LDP for Abstract Empirical Measures and applications-The Finite Dimensional Case and Applications of Empirically Measures LDP are presented.
Abstract: LDP for Finite Dimensional Spaces.- Applications-The Finite Dimensional Case.- General Principles.- Sample Path Large Deviations.- The LDP for Abstract Empirical Measures.- Applications of Empirical Measures LDP.
5,578 citations
01 Jan 1998
TL;DR: In this article, the authors define and study properties of Partial Large Deviation Principles (PLDP), using them to extend Cramer's theorem to self-normalized partial sums of i.i.d.
Abstract: In this short note we define and study properties of Partial Large Deviation Principles (PLDP), using them to extend Cramer’s theorem to self-normalized partial sums of i.i.d. random vectors obeying no moment assumption.
17 citations
TL;DR: In this article, partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions are proved for the iterated logarithm, and applications to the Self-Normalized Law of the Iterated Lipschitz constant are discussed.
9 citations