Cramér's theorem in measurable locally convex spaces

Pierre Petit

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arXiv · 1103.4416

Cramér's theorem in measurable locally convex spaces

Pierre Petit

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Abstract

We give a general setting for Cramér's large deviations theorem for the empirical means of a sequence of i.i.d. random vectors, which contains Cramér's theorem in a Banach space and Sanov's theorem. ----- Nous établissons un cadre général pour le théorème de Cramér sur les grandes déviations des moyennes empiriques d'une suite de vecteurs aléatoires i.i.d., cadre qui contient le théorème de Cramér dans les espaces de Banach séparables et le théorème de Sanov.

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BibTeX RIS

Pierre Petit. 2011-03-22. Cramér's theorem in measurable locally convex spaces. https://arxiv.org/abs/1103.4416

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