Large Deviations for Symmetrised Empirical Measures

José Trashorras ()
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José Trashorras: Université Paris-Dauphine, Ceremade

Journal of Theoretical Probability, 2008, vol. 21, issue 2, 397-412

Abstract: Abstract In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n}\sum_{i=1}^{n}\delta_{(X^{n}_{i},X^{n}_{\sigma_{n}(i)})}$ where σ n is a random permutation and ((X i n )1≤i≤n ) n≥1 is a triangular array of random variables with suitable properties. As an application we show how this result allows to improve the Large Deviation Principles for symmetrised initial-terminal conditions bridge processes recently established by Adams, Dorlas and König.

Keywords: Large deviations; Random permutations; Symmetrised empirical measures; Symmetrised bridge processes; 60F10; 60J65; 81S40 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10959-007-0121-y

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