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Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition

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  • L. Wu

    (Université Blaise Pascal
    WuhanUniversity)

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 L n :=(1/n) $$\sum _{k = 0}^{n - 1} \delta _{X_k }$$ and of the process-level empirical measures.

Suggested Citation

  • L. Wu, 2004. "Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition," Journal of Theoretical Probability, Springer, vol. 17(4), pages 967-978, October.
    • Handle: RePEc:spr:jotpro:v:17:y:2004:i:4:d:10.1007_s10959-004-0585-y
    DOI: 10.1007/s10959-004-0585-y
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    References listed on IDEAS

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    1. Daras, Tryfon, 1997. "Large and moderate deviations for the empirical measures of an exchangeable sequence," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 91-100, November.
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