English

A General Conditional Large Deviation Principle

Probability 2021-04-27 v1 Statistical Mechanics

Abstract

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set BB. If the large deviation rate function II is good and effectively continuous and the conditioning set has the property that (1) B=B\overline{B^\circ} = \overline{B} and (2) I(x)<I(x) < \infty for all xBx \in \overline{B}, then the sequence of conditional measures satisfies a large deviation principle with the good, effectively continuous rate function IBI_B, where IB(x)=I(x)infI(B)I_B(x) = I(x)-\inf I(B) if xBx\in\overline{B} and IB(x)=I_B(x) = \infty otherwise.

Keywords

Cite

@article{arxiv.2104.12024,
  title  = {A General Conditional Large Deviation Principle},
  author = {Brian R. La Cour and William C. Schieve},
  journal= {arXiv preprint arXiv:2104.12024},
  year   = {2021}
}

Comments

8 pages, no figures

R2 v1 2026-06-24T01:29:17.382Z