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arXiv:math/0611884 [math.PR]AbstractReferencesReviewsResources

Large Deviations for Statistics of Jacobi Process

Nizar Demni, Marguerite Zani

Published 2006-11-28Version 1

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.

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