pith. sign in

arxiv: 1103.4415 · v1 · pith:XIQ2XFA2new · submitted 2011-03-22 · 🧮 math.PR

Cram\'er's theorem for asymptotically decoupled fields

classification 🧮 math.PR
keywords cramtheorempourasymptoticallycadredecoupledeatoiresrandom
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.