Mathematics – Probability
Scientific paper
2011-03-22
Mathematics
Probability
26 pages, in french
Scientific paper
We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which contains Cram\'er's theorem for i.i.d. random vectors and Sanov's theorem for asymptotically decoupled measures. ----- Nous \'etablissons un cadre g\'en\'eral pour le th\'eor\`eme de Cram\'er sur les grandes d\'eviations des moyennes empiriques d'un champ de vecteurs al\'eatoires, cadre qui contient le th\'eor\`eme de Cram\'er pour des vecteurs al\'eatoires i.i.d. et le th\'eor\`eme de Sanov pour les mesures asymptotiquement d\'ecoupl\'ees.
Cerf Raphaël
Petit Pierre
No associations
LandOfFree
Cramér's theorem for asymptotically decoupled fields does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Cramér's theorem for asymptotically decoupled fields, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Cramér's theorem for asymptotically decoupled fields will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-440511