Large Deviations for Statistics of Jacobi Process
概率论
2007-05-23 v1
摘要
In this paper, we derive a handable expression for the Jacobi process semi group which is given by a bilinear series involving Jacobi polynomials. Our attempt uses a subordination of the considered process by means of a suitable random change. Once we did, we will be able, in the ultraspheric case, to derive a LDP for a family of estimators based on a single trajectory of the process.
引用
@article{arxiv.math/0611884,
title = {Large Deviations for Statistics of Jacobi Process},
author = {Nizar Demni and Marguerite Zani},
journal= {arXiv preprint arXiv:math/0611884},
year = {2007}
}