Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition

L. Wu
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L. Wu: Université Blaise Pascal

Journal of Theoretical Probability, 2004, vol. 17, issue 4, 967-978

Abstract: Abstract For an exchangeable sequence of random variables $$(X_n)_{n \in {\mathbb{N}}}$$ valued in a Polish space, we obtain a necessary and sufficient condition for the large deviation principles of the occupation measure L n :=(1/n) $$\sum _{k = 0}^{n - 1} \delta _{X_k }$$ and of the process-level empirical measures.

Keywords: Large deviations; exchangeable sequences; empirical processes (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s10959-004-0585-y

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