Article contents
On large deviations of empirical measures in the τ-topology
Part of:
Limit theorems
Published online by Cambridge University Press: 14 July 2016
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.
MSC classification
Primary:
60F10: Large deviations
- Type
- Part 2 Probabilistic Methods
- Information
- Copyright
- Copyright © Applied Probability Trust 1994
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