Large Deviations for Symmetrised Empirical Measures
نویسنده
چکیده
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures 1 n Pn i=1 δ(Xn i ,X n σn(i) ) where σn is a random permutation and ((X i )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.
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تاریخ انتشار 2008