Deviations bounds and conditional principles for thin sets

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dc.creatorCattiaux, Patrick
dc.creatorGozlan, Nathael
dc.date2005-10-12
dc.date.accessioned2026-07-07T06:47:26Z
dc.date.available2026-07-07T06:47:26Z
dc.descriptionThe aim of this paper is to use non asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets). Applications to stochastic mechanics or calibration problems for diffusion processes are discussed.
dc.identifierhttps://arxiv.org/abs/math/0510257
dc.identifierhttp://arxiv.org/abs/math/0510257
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/103649
dc.subjectProbability
dc.subjectMSC 60F10, 60H10
dc.titleDeviations bounds and conditional principles for thin sets
dc.typetext

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