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A simple proof of Sanov’s theorem* |
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| Authors: | Imre Csiszár |
| Institution: | (1) Rényi Institute of Mathematics, Hungarian Academy of Sciences, 127, H-1364 Budapest, HUNGARY |
| Abstract: | A simple self-contained proof of Sanov's theorem in τ-topology is given, well suited for a first course on large deviations. *This work was supported by the Hungarian National Foundation for Scientific Research under Grant T046376 |
| Keywords: | large deviations Sanov theorem τ -topology |
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