Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

University of Mississippi

Electronic Theses and Dissertations

Statistics

Articles 1 - 1 of 1

Full-Text Articles in Physical Sciences and Mathematics

Cramer Type Moderate Deviations For Random Fields And Mutual Information Estimation For Mixed-Pair Random Variables, Aleksandr Beknazaryan Jan 2019

Cramer Type Moderate Deviations For Random Fields And Mutual Information Estimation For Mixed-Pair Random Variables, Aleksandr Beknazaryan

Electronic Theses and Dissertations

In this dissertation we first study Cramer type moderate deviation for partial sums of random fields by applying the conjugate method. In 1938 Cramer published his results on large deviations of sums of i.i.d. random variables after which a lot of research has been done on establishing Cramer type moderate and large deviation theorems for different types of random variables and for various statistics. In particular results have been obtained for independent non-identically distributed random variables for the sum of independent random to estimate the mutual information between two random variables. The estimates enjoy a central limit theorem under some …