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Correction added in proof |
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| Authors: | Timo Seppäläinen |
| Institution: | (1) Department of Mathematics, The Ohio State University, 231 West 18th Avenue, 43210 Columbus, OH, USA |
| Abstract: | Summary We extend Sanov's theorem on i.i.d. large deviations to independent but not identically distributed random variables, and study the generalization of relative entropy that appears as the rate function. |
| Keywords: | 60F10 60G60 |
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