On empirical distributions in spaces of growing dimensions. Continuous distributions.
In: Random Operators & Stochastic Equations, Jg. 13 (2005-12-01), Heft 4, S. 341-352
academicJournal
Zugriff:
Consider a random vector X n = (x¹, ... , x n ) in the space R n where {x k , k ≤ n} are independent identically distributed random variables in R with a common distribution F(dx) in R. Denote by F n the distribution of x n . Let {x n (1), ... , x n (m)} be independent identically distributed vectors in R n with the common distribution F n . We investigate asymptotic behavior of empirical distribution R n which is determined by the relation ... as n → ∞, m → ∞. The main tool of investigation is the theory of the large deviation (see: Richard S. Ellis, Entropy, Large Devations and Statistical Mechanics). We will consider continuous distributions F on a bounded set. [ABSTRACT FROM AUTHOR]
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Titel: |
On empirical distributions in spaces of growing dimensions. Continuous distributions.
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Autor/in / Beteiligte Person: | Ruzhylo, M. J. ; Skorokhod, T. A. |
Zeitschrift: | Random Operators & Stochastic Equations, Jg. 13 (2005-12-01), Heft 4, S. 341-352 |
Veröffentlichung: | 2005 |
Medientyp: | academicJournal |
ISSN: | 0926-6364 (print) |
DOI: | 10.1515/156939705775992439 |
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