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Large Deviations for Symmetrised Empirical Measures

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  • José Trashorras

    (Université Paris-Dauphine, Ceremade)

Abstract

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 σ n is a random permutation and ((X i n )1≤i≤n ) n≥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 König.

Suggested Citation

  • José Trashorras, 2008. "Large Deviations for Symmetrised Empirical Measures," Journal of Theoretical Probability, Springer, vol. 21(2), pages 397-412, June.
    • Handle: RePEc:spr:jotpro:v:21:y:2008:i:2:d:10.1007_s10959-007-0121-y
    DOI: 10.1007/s10959-007-0121-y
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