Large deviations for products of empirical probability measures in the \(\tau\)-topology (Q1374850)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Large deviations for products of empirical probability measures in the \(\tau\)-topology |
scientific article |
Statements
Large deviations for products of empirical probability measures in the \(\tau\)-topology (English)
0 references
18 December 1997
0 references
It is shown, that a large deviation principle for products of empirical measures, where the state space \(S\) of the underlying sequence of i.i.d. random variables is Polish and the set of probability measures on \(S\) respectively \(S\times S\) is endowed with the \(\tau\)-topology. An improved form of a large deviation principle for \(U\)-statistics and some conclusions from that are obtained as a particular application.
0 references
large deviation
0 references
empirical measures
0 references
\(U\)-statistics
0 references