Sanov property, generalized I-projection and a conditional limit theorem
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Publication:796884
DOI10.1214/AOP/1176993227zbMATH Open0544.60011OpenAlexW2078645667MaRDI QIDQ796884FDOQ796884
Authors: Imre Csiszár 
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993227
Recommendations
empirical distributionexponential familyasymptotic behaviourconditionally asymptotically quasi-independentconvergence in information
Convergence of probability measures (60B10) Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Measures of information, entropy (94A17) Classical equilibrium statistical mechanics (general) (82B05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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- Decomposition of Kullback-Leibler risk and unbiasedness for parameter-free estimators
- Long-time behaviour and propagation of chaos for mean field kinetic particles
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- Measure concentration and the weak Pinsker property
- Functional calibration estimation by the maximum entropy on the mean principle
- Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers
- Rare Nash equilibria and the price of anarchy in large static games
- A Gibbs Conditional Theorem under Extreme Deviation
- On a cornerstone of bare-simulation distance/divergence optimization
- Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem
- Discretizing distributions with exact moments: error estimate and convergence analysis
- An asymptotic thin shell condition and large deviations for random multidimensional projections
- Propagation of chaos in entropy
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- Galton-Watson trees with vanishing martingale limit
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- Multi-variate correlation and mixtures of product measures.
- Stochastic control liaisons. Richard Sinkhorn meets Gaspard Monge on a Schrödinger bridge
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- Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
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