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Large Deviations for Products of Empirical Probability Measures in the τ-Topology

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  • Peter Eichelsbacher

    (Universität Bielefeld)

Abstract

We prove a large deviation principle (LDP) for products of empirical measures, where the state space S of the underlying sequence of i.i.d. random variables is Polish and the set of probability measures on S respectively S×S is endowed with the τ-topology. An improved form of a LDP for U-statistics and some conclusions from that are obtained as a particular application.

Suggested Citation

  • Peter Eichelsbacher, 1997. "Large Deviations for Products of Empirical Probability Measures in the τ-Topology," Journal of Theoretical Probability, Springer, vol. 10(4), pages 903-920, October.
    • Handle: RePEc:spr:jotpro:v:10:y:1997:i:4:d:10.1023_a:1022610532538
    DOI: 10.1023/A:1022610532538
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    References listed on IDEAS

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    1. Bolthausen, Erwin & Schmock, Uwe, 1989. "On the maximum entropy principle for uniformly ergodic Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 33(1), pages 1-27, October.
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