Deviations bounds and conditional principles for thin sets

DOI10.1016/J.SPA.2006.07.003zbMATH Open1119.60020arXivmath/0510257OpenAlexW2032169935MaRDI QIDQ867848FDOQ867848

Authors: Patrick Cattiaux, N. Gozlan 

Publication date: 19 February 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: 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 or calibration problems for diffusion processes are discussed.

Full work available at URL: https://arxiv.org/abs/math/0510257

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zbMATH Keywords

large deviationsGibbs conditioning principle

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited In (3)

• Conditioning by rare sources
• Title not available (Why is that?)
• Thresholds and expectation-thresholds of monotone properties with small minterms

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