Large Deviations of Empirical Measures Under Symmetric Interaction |
| |
Authors: | W?odzimierz Bryc |
| |
Institution: | (1) Department of Mathematics, University of Cincinnati, P.O. Box 210025, Cincinnati, Ohio, 45221-0025 |
| |
Abstract: | We prove the large deviation principle for the joint empirical measure of pairs of random variables which are coupled by a totally symmetric interaction. The rate function is given by an explicit bilinear expression, which is finite only on product measures and hence is non-convex. |
| |
Keywords: | large deviations symmetric interaction non-convex rate function |
本文献已被 SpringerLink 等数据库收录! |
|