Random sampling and large deviations

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Trinity College (Dublin, Ireland). School of Mathematics

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Brian McGurk, 'Random sampling and large deviations', [thesis], Trinity College (Dublin, Ireland). School of Mathematics, 2001, PP 93

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In this thesis, we are concerned with the effect of randomly sampling a stochastic process. We consider two stochastic processes: the underlying process, {Xt}tεT and the observation process {Tn}nεN, a strictly increasing process taking values in T . The process of interest is generated by sampling the underlying process at the times specified by the observation process, Yn:=XTn

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Qualification name: Doctor of Philosophy (Ph.D.)
Publisher: Trinity College (Dublin, Ireland). School of Mathematics
Type of material: thesis