Sanov's theorem in the Wasserstein distance: a necessary and sufficient condition

DOI10.1016/J.SPL.2009.12.003MaRDI QIDQ2267634zbMATH OpenOpenAlexFDO

Authors Ran Wang, Xin Yu Wang, Liming Wu

Publication date 1 March 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.12.003

zbMATH Keywords

large deviation principleSanov's theoremWasserstein metric

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

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Cites work

• A large deviation approach to some transportation cost inequalities
• Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 2078183 (Why is no real title available?)
• scientific article; zbMATH DE number 2133327 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• Large Deviations Principle for Partial Sums U-Processes
• Large deviations, moderate deviations and LIL for empirical processes
• Optimal Transport
• Quantitative concentration inequalities for empirical measures on non-compact spaces

Cited in

(23)

• Equilibrium large deviations for mean-field systems with translation invariance
• The enhanced Sanov theorem and propagation of chaos
• Large deviations of empirical measures of diffusions in weighted topologies
• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
• From the master equation to mean field game limit theory: large deviations and concentration of measure
• The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
• Large deviations for empirical measures of mean-field Gibbs measures
• Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control
• Pathwise McKean-Vlasov theory with additive noise
• Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
• A non-exponential extension of Sanov's theorem via convex duality
• A conditional limit theorem for high-dimensional ^p-spheres
• Large deviations for a matching problem related to the \(\infty\)-Wasserstein distance
• First-order global asymptotics for confined particles with singular pair repulsion
• Data-Driven Optimization of Reward-Risk Ratio Measures
• Necessary Condition for Rectifiability Involving Wasserstein Distance W2
• Limit theorems for Fréchet mean sets
• Bayesian learning with Wasserstein barycenters
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Asymptotic behavior of the empirical conditional value-at-risk
• Asymptotic theory of geometric and adaptive k-means clustering
• Gibbs principle with infinitely many constraints: optimality conditions and stability

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