ON LARGE DEVIATIONS OF EMPIRICAL MEASURES IN THE TAU-TOPOLOGY

被引:16
作者
DEACOSTA, A
机构
关键词
LARGE DEVIATIONS; EMPIRICAL MEASURES; SANOV THEOREM; TAU-TOPOLOGY;
D O I
10.1017/S0021900200106977
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a generalization of Sanov's theorem in which the state space S is arbitrary and the set of probability measures on S is endowed with the tau-topologY.
引用
收藏
页码:41 / 47
页数:7
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