Large deviation principle for invariant distributions of memory gradient diffusions
نویسندگان
چکیده
منابع مشابه
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Let X k be a sequence of independent and identically distributed random variables taking values in a compact metric space , and consider the problem of estimating the law of X 1 in a Bayesian framework. A conjugate family of priors for non-parametric Bayesian inference is the Dirichlet process priors popularized by Ferguson. We prove that if the prior distribution is Dirichlet, then the sequenc...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2013
ISSN: 1083-6489
DOI: 10.1214/ejp.v18-2031