Large deviations for symmetrised empirical measures

被引：8

作者：

Trashorras, Jose ^{[1
]}

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2008年 / 21卷 / 02期

关键词：

large deviations; random permutations; symmetrised empirical measures; symmetrised bridge processes;

D O I：

10.1007/s10959-007-0121-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures 1/n Sigma(n)(i=1) delta(X-i(n), X-sigma n(n)(i)) where sigma(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 Konig.

引用

页码：397 / 412

页数：16

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