Large deviations for symmetrised empirical measures.

dc.contributor.author	Trashorras, José
dc.date.accessioned	2009-06-30T08:38:55Z
dc.date.available	2009-06-30T08:38:55Z
dc.date.issued	2008
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/537
dc.language.iso	en	en
dc.subject	Large deviations · Random permutations · Symmetrised empirical measures · Symmetrised bridge processes	en
dc.subject.ddc	519	en
dc.title	Large deviations for symmetrised empirical measures.	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	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.
dc.relation.isversionofjnlname	Journal of Theoretical Probability
dc.relation.isversionofjnlvol	21	en
dc.relation.isversionofjnlissue	2	en
dc.relation.isversionofjnldate	2008
dc.relation.isversionofjnlpages	397-412	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1007/s10959-007-0121-y	en
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en

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