Deviations bounds and conditional principles for thin sets (Q867848)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviations bounds and conditional principles for thin sets |
scientific article |
Statements
Deviations bounds and conditional principles for thin sets (English)
0 references
19 February 2007
0 references
The aim of this paper is to use non-asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to stochastic mechanics and calibration problems for diffusion processes are discussed.
0 references
large deviations
0 references
Gibbs conditioning principle
0 references
0 references
0 references
