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Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition
Authors:L. Wu
Affiliation:(1) Laboratoire de Math.Appl, (CNRS-UMR 6620), Université Blaise Pascal, Aubière, 63177, France;(2) Department of Math., WuhanUniversity, Hubei, 430072, China
Abstract:For an exchangeable sequence of random variables 
$$(X_n)_{n in {mathbb{N}}}$$
valued in a Polish space, we obtain a necessary and sufficient condition for the large deviation principles of the occupation measure Ln :=(1/n) 
$$sum _{k = 0}^{n - 1} delta _{X_k }$$
and of the process-level empirical measures.
Keywords:Large deviations  exchangeable sequences  empirical processes
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