Abstract
We prove a generalization of Sanov's theorem in which the state space S is arbitrary and the set of probability measures on S is endowed with the τ -topology.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference9 articles.
1. On the probability of large deviations of random variables (in Russian);Sanov;Mat. Sb.,1957
2. Large Deviations and Applications
3. Large Deviations of the Sample Mean in General Vector Spaces
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