Affordable Access

Cram\'er's theorem for asymptotically decoupled fields

Authors
Type
Preprint
Publication Date
Submission Date
Identifiers
arXiv ID: 1103.4415
Source
arXiv
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.

There are no comments yet on this publication. Be the first to share your thoughts.

Statistics

Seen <100 times
0 Comments