{
  "id": "math/0611884",
  "version": "v1",
  "published": "2006-11-28T20:08:21.000Z",
  "updated": "2006-11-28T20:08:21.000Z",
  "title": "Large Deviations for Statistics of Jacobi Process",
  "authors": [
    "Nizar Demni",
    "Marguerite Zani"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-11-28T20:08:21.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "large deviations",
      "statistics",
      "jacobi process semi group",
      "bilinear series",
      "jacobi polynomials"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math.....11884D"
    }
  }
}