Large Deviations for Statistics of Jacobi Process
Large Deviations for Statistics of Jacobi Process
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发表时间：
2006-11
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通讯作者：
N. Demni;M. Zani
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作者：
N. Demni;M. Zani
本文给出了包含Jacobi多项式的双线性级数Jacobi过程半群的一个可处理表达式。我们的尝试是通过适当的随机变化使所考虑的过程服从。一旦我们这样做了，我们将能够，在超球面的情况下，为基于过程的单一轨迹的一组估计器导出LDP。
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.