Large deviations for lattice systems. II: Nonstationary independent fields (Q1326243)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for lattice systems. II: Nonstationary independent fields |
scientific article |
Statements
Large deviations for lattice systems. II: Nonstationary independent fields (English)
0 references
24 October 1994
0 references
[For part I see ibid. 96, No. 2, 241-260 (1993; Zbl 0792.60025).] We extend Sanov's theorem on i.i.d. large deviations to independent but not identically distributed random variables, and study the generalization of relative entropy that appears as the rate function.
0 references
Sanov's theorem
0 references
not identically distributed random variables
0 references
relative entropy
0 references
