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On large deviations of empirical measures in the τ-topology

Part of: Limit theorems

Published online by Cambridge University Press:  14 July 2016

A. De Acosta
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Abstract

We prove a generalization of Sanov's theorem in which the state space S is arbitrary and the set of probability measures on S is endowed with the τ -topology.

Keywords

LARGE DEVIATIONSEMPIRICAL MEASURESSANOV'S THEOREMτ -TOPOLOGY

MSC classification

Primary: 60F10: Large deviations
Type
Part 2 Probabilistic Methods
Information
Journal of Applied Probability , Volume 31 , Issue A , 1994 , pp. 41 - 47
Copyright
Copyright © Applied Probability Trust 1994 

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References

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