Deviations bounds and conditional principles for thin sets

Details Deviations bounds and conditional principles for thin sets Deviations bounds and conditional principles for thin sets

2005-10-12

arxiv.org/abs/math/0510257v1

Mathematics

Probability

Scientific paper

The aim of this paper is to use non asymptotic bounds for the probability of
rare events in the Sanov theorem, in order to study the asymptotics in
conditional limit theorems (Gibbs conditioning principle for thin sets).
Applications to stochastic mechanics or calibration problems for diffusion
processes are discussed.

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