Large deviations for lattice systems. II: Nonstationary independent fields (Q1326243)
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scientific article; zbMATH DE number 568982
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| English | Large deviations for lattice systems. II: Nonstationary independent fields |
scientific article; zbMATH DE number 568982 |
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Large deviations for lattice systems. II: Nonstationary independent fields (English)
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24 October 1994
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[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.
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Sanov's theorem
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not identically distributed random variables
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relative entropy
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0.8816264867782593
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0.8147599101066589
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