Cram\'er's theorem for asymptotically decoupled fields
Probability
2011-03-24 v1
Abstract
We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which contains Cram\'er's theorem for i.i.d. random vectors and Sanov's theorem for asymptotically decoupled measures. ----- Nous \'etablissons un cadre g\'en\'eral pour le th\'eor\`eme de Cram\'er sur les grandes d\'eviations des moyennes empiriques d'un champ de vecteurs al\'eatoires, cadre qui contient le th\'eor\`eme de Cram\'er pour des vecteurs al\'eatoires i.i.d. et le th\'eor\`eme de Sanov pour les mesures asymptotiquement d\'ecoupl\'ees.
Cite
@article{arxiv.1103.4415,
title = {Cram\'er's theorem for asymptotically decoupled fields},
author = {Raphaël Cerf and Pierre Petit},
journal= {arXiv preprint arXiv:1103.4415},
year = {2011}
}
Comments
26 pages, in french