Cram\'er's theorem for asymptotically decoupled fields

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.

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.

Cram\'er's theorem for asymptotically decoupled fields

文献摘要

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.

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Cram\'er's theorem for asymptotically decoupled fields

文献摘要

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.

讨论

讲解博客

AI智能校验

Cram\'er's theorem for asymptotically decoupled fields

文献摘要

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.

讨论

|讲解博客

|AI智能校验

Cram\'er's theorem for asymptotically decoupled fields

文献摘要

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.

讨论

|讲解博客

|AI智能校验

讲解博客

AI智能校验

讲解博客

AI智能校验