Dominant measures and Sanov's theorem (Q1201365)

From MaRDI portal
Revision as of 11:50, 10 February 2024 by RedirectionBot (talk | contribs) (‎Removed claims)
scientific article
Language Label Description Also known as
English
Dominant measures and Sanov's theorem
scientific article

    Statements

    Dominant measures and Sanov's theorem (English)
    0 references
    17 January 1993
    0 references
    Suppose \(L_ n\) denotes the empirical distribution generated by i.i.d. Polish space valued random variables. The main result of this paper, Theorem 2.1, represents \(P(L_ n\in B)\) for open convex subsets \(B\) of probability measures in terms of the integral with respect to a dominant measure \(q_{n,B}\) on the product of the original space. Applications to results more exact than logarithmic equivalence are mentioned.
    0 references
    large deviations
    0 references
    asymptotic expansions
    0 references
    Sanov's theorem
    0 references
    empirical distribution
    0 references

    Identifiers