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Cram\'er's theorem for asymptotically decoupled fields

Authors
  • Cerf, Raphaël
  • Petit, Pierre
Type
Preprint
Publication Date
Mar 22, 2011
Submission Date
Mar 22, 2011
Identifiers
arXiv ID: 1103.4415
Source
arXiv
License
Yellow
External links

Abstract

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which contains Cram\'er's theorem for i.i.d. random vectors and Sanov's theorem for asymptotically decoupled measures. ----- Nous \'etablissons un cadre g\'en\'eral pour le th\'eor\`eme de Cram\'er sur les grandes d\'eviations des moyennes empiriques d'un champ de vecteurs al\'eatoires, cadre qui contient le th\'eor\`eme de Cram\'er pour des vecteurs al\'eatoires i.i.d. et le th\'eor\`eme de Sanov pour les mesures asymptotiquement d\'ecoupl\'ees.

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