메뉴 건너뛰기




Volumn 8, Issue 6, 2002, Pages 721-743

An extension of Sanov's theorem: Application to the Gibbs conditioning principle

Author keywords

Empirical measures; Gibbs conditioning principle; Large deviations; Orlicz spaces; Sanov's theorem

Indexed keywords


EID: 23544439154     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (15)

References (21)
  • 1
    • 0030606195 scopus 로고    scopus 로고
    • The Gibbs principle for Markov jump processes
    • Aboulalaâ, A. (1996) The Gibbs principle for Markov jump processes. Stochastic Process. Appl., 64, 257-271.
    • (1996) Stochastic Process. Appl. , vol.64 , pp. 257-271
    • Aboulalaâ, A.1
  • 2
  • 3
    • 0000513475 scopus 로고
    • Large deviations of the sample means in general vector spaces
    • Bahadur, R.R. and Zabell, S. (1979) Large deviations of the sample means in general vector spaces. Ann. Probab., 7, 587-621.
    • (1979) Ann. Probab. , vol.7 , pp. 587-621
    • Bahadur, R.R.1    Zabell, S.2
  • 4
    • 0007229387 scopus 로고
    • On the maximum entropy principle for uniformly ergodic Markov chains
    • Bolthausen, E. and Schmock, U. (1989) On the maximum entropy principle for uniformly ergodic Markov chains. Stochastic Process. Appl., 33, 1-27.
    • (1989) Stochastic Process. Appl. , vol.33 , pp. 1-27
    • Bolthausen, E.1    Schmock, U.2
  • 6
    • 0000620132 scopus 로고
    • Sanov property, generalized I-projection and a conditional limit theorem
    • Csiszár, I. (1984) Sanov property, generalized I-projection and a conditional limit theorem. Ann. Probab., 12, 768-793.
    • (1984) Ann. Probab. , vol.12 , pp. 768-793
    • Csiszár, I.1
  • 7
    • 21344446279 scopus 로고
    • On large deviations of empirical measures in the τ-topology
    • J. Galambos and J. Gani (eds), Studies in Applied Probability: Essays in Honour of Lajos Takács, Sheffield: Applied probability Trust.
    • de Acosta, A. (1994) On large deviations of empirical measures in the τ-topology. In J. Galambos and J. Gani (eds), Studies in Applied Probability: Essays in Honour of Lajos Takács, Journal of Applied Probability special volume 31 A, pp. 41-47. Sheffield: Applied probability Trust.
    • (1994) Journal of Applied Probability , vol.SPEC. VOLUME 31 A , pp. 41-47
    • De Acosta, A.1
  • 9
    • 84980151353 scopus 로고
    • Asymptotic evaluation of certain Markov process expectations for large time. III
    • Donsker, M.D. and Varadan, S.R.S. (1976) Asymptotic evaluation of certain Markov process expectations for large time. III. Comm. Pure Appl. Math., 29, 389-461.
    • (1976) Comm. Pure Appl. Math. , vol.29 , pp. 389-461
    • Donsker, M.D.1    Varadan, S.R.S.2
  • 10
    • 0036334312 scopus 로고    scopus 로고
    • Large deviations of U-empirical measures in strong topologies and applications
    • Eichelsbacher, P. and Schmock, U. (2002) Large deviations of U-empirical measures in strong topologies and applications. Ann. Inst. H. Poincaré Probab. Statist., 38, 779-797.
    • (2002) Ann. Inst. H. Poincaré Probab. Statist. , vol.38 , pp. 779-797
    • Eichelsbacher, P.1    Schmock, U.2
  • 12
    • 0042892202 scopus 로고
    • Décomposabilité et dualité des espaces d'Orlicz
    • Montpellier: Université des Sciences et Techniques du Languedoc, UER des Mathématiques
    • Giner, E. (1976) Décomposabilité et dualité des espaces d'Orlicz. In Travaux du Séminaire d'Analyse Convexe, Vol. 6. Montpellier: Université des Sciences et Techniques du Languedoc, UER des Mathématiques.
    • (1976) Travaux du Séminaire D'Analyse Convexe , vol.6
    • Giner, E.1
  • 13
    • 0001005608 scopus 로고
    • Large deviation theorems for empirical probability measures
    • Groeneboom, P., Oosterhoff, J. and Ruymgaart, F.H. (1979) Large deviation theorems for empirical probability measures. Ann. Probab. 7, 553-586.
    • (1979) Ann. Probab. , vol.7 , pp. 553-586
    • Groeneboom, P.1    Oosterhoff, J.2    Ruymgaart, F.H.3
  • 14
    • 0042892200 scopus 로고
    • Convex integral functionals on orlicz spaces
    • Kozek, A. (1980) Convex integral functionals on Orlicz spaces. Comment. Math. Prace Mat., 21, 109-135.
    • (1980) Comment. Math. Prace Mat. , vol.21 , pp. 109-135
    • Kozek, A.1
  • 15
    • 33747334324 scopus 로고    scopus 로고
    • Minimizers of energy functionals under not very integrable constraints
    • Léonard, C. (2002) Minimizers of energy functionals under not very integrable constraints. J. Convex Anal., 9(2).
    • (2002) J. Convex Anal. , vol.9 , Issue.2
    • Léonard, C.1
  • 18
    • 84972506151 scopus 로고
    • Integrals which are convex functionals
    • Rockafellar, R.T. (1968) Integrals which are convex functionals. Pacific J. Math., 24, 525-539.
    • (1968) Pacific J. Math. , vol.24 , pp. 525-539
    • Rockafellar, R.T.1
  • 19
    • 0001870079 scopus 로고
    • On the probability of large deviations of random variables
    • Sanov, I.N. (1961) On the probability of large deviations of random variables. Select. Transl. Math. Statist. Probab., 1, 213-244.
    • (1961) Select. Transl. Math. Statist. Probab. , vol.1 , pp. 213-244
    • Sanov, I.N.1
  • 20
    • 0009909170 scopus 로고    scopus 로고
    • Cramér's condition and Sanov's theorem
    • Schied, A. (1998) Cramér's condition and Sanov's theorem. Statist. Probab. Lett., 39, 55-60.
    • (1998) Statist. Probab. Lett. , vol.39 , pp. 55-60
    • Schied, A.1
  • 21
    • 0002511201 scopus 로고
    • Microcanonical distributions, Gibbs states, and the equivalence of ensembles
    • R. Durrett and H. Kesten (eds), Basel: Birkhäuser
    • Stroock, D.W. and Zeitouni, O. (1991) Microcanonical distributions, Gibbs states, and the equivalence of ensembles. In R. Durrett and H. Kesten (eds), Festchrift in Honour of F. Spitzer, pp. 399-424. Basel: Birkhäuser.
    • (1991) Festchrift in Honour of F. Spitzer , pp. 399-424
    • Stroock, D.W.1    Zeitouni, O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.