Large Deviations for Products of Empirical Probability Measures in the τ-Topology

Peter Eichelsbacher ()
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Peter Eichelsbacher: Universität Bielefeld

Journal of Theoretical Probability, 1997, vol. 10, issue 4, 903-920

Abstract: Abstract We prove a large deviation principle (LDP) 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×S is endowed with the τ-topology. An improved form of a LDP for U-statistics and some conclusions from that are obtained as a particular application.

Keywords: Large deviations; empirical measures; τ-topology; U-statistics (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1022610532538

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