Dominant measures and Sanov's theorem (Q1201365)
From MaRDI portal
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