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Sanov meets Cramér again
Author(s) -
Gerritse B.
Publication year - 1996
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1996.tb01494.x
Subject(s) - sequence (biology) , mathematics , poisson distribution , connection (principal bundle) , index (typography) , mixing (physics) , construct (python library) , discrete mathematics , mathematical economics , statistics , computer science , genetics , geometry , physics , quantum mechanics , world wide web , biology , programming language
We introduce a new method for proving large‐deviation principles (LDPs). This method amounts to “mixing” a collection of LDPs with a sequence of probability measures that obeys itself an LDP. As an illustration, we construct from empirical measures a sequence of capacity‐valued maps that can be considered as an indexed collection of LDPs. The index 1 coincides with Sanov's theorem. By taking a Poisson mixture we establish a new connection with Cramér's theorem.