Large deviations for products of empirical probability measures in the \(\tau\)-topology (Q1374850)

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scientific article; zbMATH DE number 1098716
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Large deviations for products of empirical probability measures in the \(\tau\)-topology
scientific article; zbMATH DE number 1098716

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    Large deviations for products of empirical probability measures in the \(\tau\)-topology (English)
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    18 December 1997
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    It is shown, that a large deviation principle for products of empirical measures, where the state space \(S\) of the underlying sequence of i.i.d. random variables is Polish and the set of probability measures on \(S\) respectively \(S\times S\) is endowed with the \(\tau\)-topology. An improved form of a large deviation principle for \(U\)-statistics and some conclusions from that are obtained as a particular application.
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    large deviation
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    empirical measures
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    \(U\)-statistics
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