Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
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 $sigma_n$ 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 K
 
 
Large deviations for symmetrised empirical measures
TRASHORRAS José
2006-55
23-11-2006
 
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