Large deviations for symmetrised empirical measures

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dc.creatorTrashorras, José
dc.date2007-07-03
dc.date2007-09-13
dc.date.accessioned2026-07-07T08:28:55Z
dc.date.available2026-07-07T08:28:55Z
dc.descriptionIn 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.
dc.identifierhttps://arxiv.org/abs/0707.0344
dc.identifierhttp://arxiv.org/abs/0707.0344
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/137791
dc.subjectProbability
dc.subject60F10
dc.titleLarge deviations for symmetrised empirical measures
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