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An extension of Sanov's theorem: Application to the Gibbs conditioning principle

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Publication:1860994
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zbMath1013.60018MaRDI QIDQ1860994

Jamal Najim, Christian Léonard

Publication date: 26 June 2003

Published in: Bernoulli (Search for Journal in Brave)


zbMATH Keywords

Orlicz spaceslarge deviationsSanov's theoremempirical measuresGibbs conditioning principle


Mathematics Subject Classification ID

Large deviations (60F10)


Related Items (11)

A large deviation approach to some transportation cost inequalities ⋮ Refined behaviour of a conditioned random walk in the large deviations regime ⋮ Large deviation principle for moderate deviation probabilities of bootstrap empirical measures ⋮ A conditional limit theorem for high-dimensional ℓᵖ-spheres ⋮ Large deviations for bootstrapped empirical measures ⋮ Sample Path Large Deviations for Order Statistics ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Testing the order of a model ⋮ Large deviations for M-estimators ⋮ Entropic Projections and Dominating Points ⋮ Coulomb Gases Under Constraint: Some Theoretical and Numerical Results




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