Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition |
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| Authors: | L Wu |
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| Institution: | (1) Laboratoire de Math.Appl, (CNRS-UMR 6620), Université Blaise Pascal, Aubière, 63177, France;(2) Department of Math., WuhanUniversity, Hubei, 430072, China |
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| Abstract: | For an exchangeable sequence of random variables
valued in a Polish space, we obtain a necessary and sufficient condition for the large deviation principles of the occupation measure L
n
:=(1/n)
and of the process-level empirical measures. |
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| Keywords: | Large deviations exchangeable sequences empirical processes |
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