Large deviations for symmetrised empirical measures
Probability
2007-09-13 v2
Abstract
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures where is a random permutation and 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 K\"{o}nig.
Cite
@article{arxiv.0707.0344,
title = {Large deviations for symmetrised empirical measures},
author = {José Trashorras},
journal= {arXiv preprint arXiv:0707.0344},
year = {2007}
}