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Journal of Theoretical Probability

, Volume 17, Issue 4, pp 967–978 | Cite as

Large Deviation Principle for Exchangeable Sequences: Necessary and Sufficient Condition

Article

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.

Large deviations exchangeable sequences empirical processes 

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Copyright information

© Springer Science+Business Media, Inc. 2004

Authors and Affiliations

  • L. Wu
    • 1
    • 2
  1. 1.Laboratoire de Math.Appl, (CNRS-UMR 6620)Université Blaise PascalAubièreFrance
  2. 2.Department of Math.WuhanUniversityHubeiChina

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