Large Deviations of Empirical Measures Under Symmetric Interaction

Włodzimierz Bryc ()
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Włodzimierz Bryc: University of Cincinnati

Journal of Theoretical Probability, 2003, vol. 16, issue 4, 935-955

Abstract: Abstract We prove the large deviation principle for the joint empirical measure of pairs of random variables which are coupled by a “totally symmetric” interaction. The rate function is given by an explicit bilinear expression, which is finite only on product measures and hence is non-convex.

Keywords: large deviations; symmetric interaction; non-convex rate function (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/B:JOTP.0000012001.36404.18

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