Deviations bounds and conditional principles for thin sets (Q867848)
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scientific article; zbMATH DE number 5128011
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| English | Deviations bounds and conditional principles for thin sets |
scientific article; zbMATH DE number 5128011 |
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Deviations bounds and conditional principles for thin sets (English)
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19 February 2007
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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.
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large deviations
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Gibbs conditioning principle
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0.7636260390281677
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0.7523559331893921
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