Large deviations for a triangular array of exchangeable random variables.

DOI10.1016/S0246-0203(01)01094-9MaRDI QIDQ1863416zbMATH OpenOpenAlexFDO

Authors José Trashorras

Publication date 11 March 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2002__38_5_649_0, https://eudml.org/doc/77728

Mathematics Subject Classification ID

Large deviations (60F10) Nonparametric statistical resampling methods (62G09) Exchangeability for stochastic processes (60G09)

Cited in

(8)

• Risk-sensitive mean-field-type games with L^p-norm drifts
• Large deviation principles with respect to the \(\tau\)-topology for exchangeable sequences: a necessary and sufficient condition
• Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
• Large deviations for many Brownian bridges with symmetrised initial-terminal condition
• Large deviation principle for exchangeable sequences: Necessary and sufficient condition
• Exchangeability and Infinite Divisibility
• A conditional limit theorem for high-dimensional \(\ell^p\)-spheres
• Large deviations for symmetrised empirical measures

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