Large deviations for symmetrised empirical measures

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$where$\sigma_n$ is a random permutation and $((X_i^n{)}_{1\le i\le n}{)}_{n\ge 1}$ is a triangular array of random variables with suitable properties. As an application we show how this result allows to improve the Large Deviation Principles for symmetrised initial-terminal conditions bridge processes recently established by Adams, Dorlas and K"{o}nig.