Large deviation principles with respect to the [tau]-topology for exchangeable sequences: A necessary and sufficient condition

Yutao Ma, Qiongxia Song and Liming Wu

Statistics & Probability Letters, 2007, vol. 77, issue 3, 239-246

Abstract: For an exchangeable sequence of random variables taking values in a Polish space, we obtain a necessary and sufficient condition for the large deviation principles with respect to the [tau]-topology of the occupation measure and of the process-level empirical measures.

Keywords: Large; deviations; Exchangeable; sequences; Empirical; processes; [tau]-topology (search for similar items in EconPapers)
Date: 2007
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