Rates of convergence for the Nummelin conditional weak law of large numbers.
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Publication:1766064
DOI10.1016/S0304-4149(01)00147-8zbMath1059.60007MaRDI QIDQ1766064
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
large deviation; rates of convergence; Gibbs conditioning principle; dominating points; Nummelin conditional law of large numbers
60B10: Convergence of probability measures
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
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