English

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 1ni=1nδ(Xin,Xσn(i)n)\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})} where σn\sigma_n is a random permutation and ((Xin)1in)n1((X_i^n)_{1 \leq i \leq n})_{n \geq 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 K\"{o}nig.

Keywords

Cite

@article{arxiv.0707.0344,
  title  = {Large deviations for symmetrised empirical measures},
  author = {José Trashorras},
  journal= {arXiv preprint arXiv:0707.0344},
  year   = {2007}
}
R2 v1 2026-06-21T08:54:35.979Z