Large deviations of empirical measures under symmetric interaction
Probability
2007-05-23 v2
Abstract
In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product measures and hence is non-convex. As a corollary, we derive a large deviations principle for (univariate) average empirical measures with the rate function that superficially resembles the rate function of random matrices, but may be concave.
Cite
@article{arxiv.math/0203168,
title = {Large deviations of empirical measures under symmetric interaction},
author = {Wlodek Bryc},
journal= {arXiv preprint arXiv:math/0203168},
year = {2007}
}
Comments
LaTeX, 15 pages