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