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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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Type
Article accepté pour publication ou publié
Date
2008
Nom de la revue
Journal of Theoretical Probability
Volume
21
Numéro
2
Pages
397-412
Identifiant publication
Métadonnées
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Auteur(s)
Trashorras, José
Résumé (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.
Mots-clés
Large deviations · Random permutations · Symmetrised empirical measures · Symmetrised bridge processes