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Conditional weak laws in Banach spaces
Author:
Ana Meda
Journal:
Proc. Amer. Math. Soc. 131 (2003), 2597-2609
MSC (2000):
Primary 60F10, 60B10, 60F05, 60G50
Posted:
November 27, 2002
MathSciNet review:
1974661
Full-text PDF Free Access
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Abstract: Let be a separable Banach space. Let be centered i.i.d. random vectors taking values on with law , , and let Under suitable conditions it is shown for every open and convex set that converges to zero (exponentially), where is the dominating point of As applications we give a different conditional weak law of large numbers, and prove a limiting aposteriori structure to a specific Gibbs twisted measure (in the direction determined solely by the same dominating point).
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- Csiszár, I. (1984). Sanov property, generalized
-projection and a conditional limit theorem. Ann. Probab. (12) 768-793. MR 86h:60065
- 4.
- Dembo, A., and Kuelbs, J. (1998). Refined Gibbs conditioning principle for certain infinite dimensional statistics. Studia Sci. Math. Hungar. (34) 107-126. MR 2000b:60068
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- Dembo, A., and Zeitouni, O. (1998). Large Deviation Techniques and Applications. 2nd ed. Springer, New York. MR 99d:60030
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- Dembo, A., and Zeitouni, O. (1996). Refinements of the Gibbs conditioning principle. Probab. Theory Related Fields. (104) 1-14. MR 97k:60078
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- Dinwoodie, I. H. (1992). Mesures dominantes et Théorème de Sanov. Ann. Inst. H. Poincaré Probab. Statist. (28) 365-373. MR 93h:60038
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- Donsker, M. D., and Varadhan, S. R. S. (1976). Asymptotic evaluation of certain Markov processes expectations for large time III. Comm. Pure Appl. Math. (29) 389-461. MR 55:1492
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- Einmahl, U., and Kuelbs, J. (1996). Dominating points and large deviations for random vectors. Probab. Theory Related Fields. (105) 529-543. MR 97k:60008
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- Iscoe, I., Ney, P., and Nummelin, E. (1985). Large deviations for uniformly recurrent Markov additive processes. Adv. Appl. Math. (6) 373-412. MR 88b:60077
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- Kuelbs, J. (2000). Large deviation probabilities and dominating points for open, convex sets: non-logarithmic behavior. Ann. Probab. (28) 1259-1279. MR 2001k:60003
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- Lehtonen, T., and Nummelin, E. (1988). On the convergence of empirical distributions under partial observations. Ann. Acad. Sci. Fenn. Math. Ser. A.I. (13) 219-223. MR 90e:60035
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- Lehtonen, T., and Nummelin, E. (1990). Level I theory of large deviations in the ideal gas. Int'l J. Theor. Phys. (29) 621-635. MR 91f:82033
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Additional Information
Ana Meda
Affiliation:
Departmento de Matemáticas, Cub. 132, Facultad de Ciencias, UNAM, Circuito Exterior s/n, Ciudad Universitaria, Coyoacán 04510, México D. F., México
Email:
amg@hp.fciencias.unam.mx
DOI:
http://dx.doi.org/10.1090/S0002-9939-02-06785-0
PII:
S 0002-9939(02)06785-0
Keywords:
Conditional laws,
dominating point,
large deviations,
Banach spaces
Received by editor(s):
July 16, 2000
Received by editor(s) in revised form:
March 21, 2002
Posted:
November 27, 2002
Additional Notes:
The author was supported in part by Grant PAPIIT-DGAPA IN115799 of UNAM, and the final version was written while holding a Postdoctoral position at IMP, México
Communicated by:
Claudia M. Neuhauser
Article copyright:
© Copyright 2002 American Mathematical Society
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