Large deviations for products of empirical probability measures in the \(\tau\)-topology
type: Item
instance of: scholarly article
title: Large deviations for products of empirical probability measures in the \(\tau\)-topology
zbMATH Open document ID: 0891.60031
DOI: 10.1023/A:1022610532538
author: Peter Eichelsbacher
published in: Journal of Theoretical Probability
publication date: 1997-12-18T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1098716
zbMATH Keywords: large deviation
zbMATH Keywords: empirical measures
zbMATH Keywords: \(U\)-statistics
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1098716