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arXiv · 0707.0344

Large deviations for symmetrised empirical measures

Abstract

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} δ_{(X^n_i,X^n_{σ_n(i)})}$ where $σ_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq n})_{n \geq 1}$ 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.

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BibTeXRIS

José Trashorras. 2007-09-13. Large deviations for symmetrised empirical measures. https://arxiv.org/abs/0707.0344

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