Title of article
Deviations bounds and conditional principles for thin sets
Author/Authors
Cattiaux، نويسنده , , Patrick and Gozlan، نويسنده , , Nathael، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
30
From page
221
To page
250
Abstract
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 and calibration problems for diffusion processes are discussed.
Keywords
Large deviations , Gibbs conditioning principle
Journal title
Stochastic Processes and their Applications
Serial Year
2007
Journal title
Stochastic Processes and their Applications
Record number
1577859
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