Timeline for A generalization of the Sanov Theorem
Current License: CC BY-SA 3.0
4 events
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| Apr 28, 2012 at 20:18 | comment | added | Pascal Maillard | @tipanverella, sorry for the late answer, I wasn't notified of your comment, strangely. The Gartner-Ellis theorem is restricted to $\mathbb R^n$, as far as I know, and here we are considering the space of empirical measures on a measurable space $S$, which can be embedded into $\mathbb R^n$ only if $S$ is finite. Maybe one can work around it by discretizing the space, though... | |
| Apr 19, 2012 at 4:29 | comment | added | tipanverella | @Pascal Maillard, I don't think that Gartner-Ellis' theorem is restricted to finite alphabets, if that is what you are reffering to. | |
| Apr 18, 2012 at 20:55 | comment | added | Pascal Maillard | This works whenever the $X_n$ only take a finite number of values, but can it be made rigorous in the general case? | |
| Apr 18, 2012 at 20:01 | history | answered | tipanverella | CC BY-SA 3.0 |