A Large Deviation Principle (LDP) is proved for the family where the deterministic probability measure converges weakly to a probability measure and are -valued independent random variables whose distribution depends on and satisfies the following exponential moments condition:
Mots-clés : large deviations, epigraphical convergence, Erdös-Rényi's law of large numbers
@article{PS_2005__9__116_0, author = {Najim, Jamal}, title = {Large deviations for independent random variables - {Application} to {Erd\"os-Renyi's} functional law of large numbers}, journal = {ESAIM: Probability and Statistics}, pages = {116--142}, publisher = {EDP-Sciences}, volume = {9}, year = {2005}, doi = {10.1051/ps:2005006}, zbl = {1136.60323}, mrnumber = {2148963}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/ps:2005006/} }
TY - JOUR AU - Najim, Jamal TI - Large deviations for independent random variables - Application to Erdös-Renyi's functional law of large numbers JO - ESAIM: Probability and Statistics PY - 2005 SP - 116 EP - 142 VL - 9 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/ps:2005006/ DO - 10.1051/ps:2005006 LA - en ID - PS_2005__9__116_0 ER -
%0 Journal Article %A Najim, Jamal %T Large deviations for independent random variables - Application to Erdös-Renyi's functional law of large numbers %J ESAIM: Probability and Statistics %D 2005 %P 116-142 %V 9 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/ps:2005006/ %R 10.1051/ps:2005006 %G en %F PS_2005__9__116_0
Najim, Jamal. Large deviations for independent random variables - Application to Erdös-Renyi's functional law of large numbers. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 116-142. doi : 10.1051/ps:2005006. http://archive.numdam.org/articles/10.1051/ps:2005006/
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