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Consider a sequence (Mn) 1=1 of random measures on (0;1) such that (Mn=n) 1=1 satises the large deviation principle with a certain rate function I. Further, letNn be the Cox point process (doubly stochastic Poisson point process) directed byMn. The purpose of this paper is to establish the large deviation principle for the sequence of empirical measures (Nn=n) 1=1 with rate function expressed in terms of I.

Large deviation principle for empirical measures generated by Cox point processes