A General Conditional Large Deviation Principle

作者:La Cour Brian R*; Schieve William C
来源:Journal of Statistical Physics, 2015, 161(1): 123-130.
DOI:10.1007/s10955-015-1328-4

摘要

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle (LDP), we consider the corresponding sequence of measures formed by conditioning on a set B. If the large deviation rate function I is good and effectively continuous, and the conditioning set has the property that (1) and (2) for all , then the sequence of conditional measures satisfies a LDP with the good, effectively continuous rate function , where if and otherwise.

  • 出版日期2015-10