Large Deviations for Statistics of Jacobi Process

Simple item page
dc.creatorDemni, Nizar
dc.creatorZani, Marguerite
dc.date2006-11-28
dc.date.accessioned2026-07-07T07:33:27Z
dc.date.available2026-07-07T07:33:27Z
dc.descriptionIn 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.
dc.identifierhttps://arxiv.org/abs/math/0611884
dc.identifierhttp://arxiv.org/abs/math/0611884
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119461
dc.subjectProbability
dc.titleLarge Deviations for Statistics of Jacobi Process
dc.typetext

Files

Collections

arXiv