Large deviations for symmetrised empirical measures.
Trashorras, José (2008), Large deviations for symmetrised empirical measures., Journal of Theoretical Probability, 21, 2, p. 397-412. http://dx.doi.org/10.1007/s10959-007-0121-y
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Article accepté pour publication ou publiéDate
2008Journal name
Journal of Theoretical ProbabilityVolume
21Number
2Pages
397-412
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Trashorras, JoséAbstract (EN)
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures TeX where σ n is a random permutation and ((X i n )1≤i≤n ) n≥1 is a triangular array of random variables with suitable properties. As an application we show how this result allows to improve the Large Deviation Principles for symmetrised initial-terminal conditions bridge processes recently established by Adams, Dorlas and König.Subjects / Keywords
Large deviations · Random permutations · Symmetrised empirical measures · Symmetrised bridge processesRelated items
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