In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Mots clés : large deviations, transportation cost inequalities, conditional laws of large numbers, minimum entropy methods
@article{PS_2005__9__283_0,
author = {Gozlan, Nathael},
title = {Conditional principles for random weighted measures},
journal = {ESAIM: Probability and Statistics},
pages = {283--306},
publisher = {EDP-Sciences},
volume = {9},
year = {2005},
doi = {10.1051/ps:2005016},
mrnumber = {2174872},
zbl = {1136.60332},
language = {en},
url = {http://www.numdam.org/articles/10.1051/ps:2005016/}
}
Gozlan, Nathael. Conditional principles for random weighted measures. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 283-306. doi : 10.1051/ps:2005016. http://www.numdam.org/articles/10.1051/ps:2005016/
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