Cram\'er's theorem in measurable locally convex spaces
Probability
2011-03-24 v1
Abstract
We give a general setting for Cram\'er's large deviations theorem for the empirical means of a sequence of i.i.d. random vectors, which contains Cram\'er's theorem in a Banach space and Sanov's theorem. ----- Nous \'etablissons un cadre g\'en\'eral pour le th\'eor\`eme de Cram\'er sur les grandes d\'eviations des moyennes empiriques d'une suite de vecteurs al\'eatoires i.i.d., cadre qui contient le th\'eor\`eme de Cram\'er dans les espaces de Banach s\'eparables et le th\'eor\`eme de Sanov.
Cite
@article{arxiv.1103.4416,
title = {Cram\'er's theorem in measurable locally convex spaces},
author = {Pierre Petit},
journal= {arXiv preprint arXiv:1103.4416},
year = {2011}
}
Comments
38 pages, in french