LARGE DEVIATION FOR EMPIRICAL FIELD OF A SYMMETRIC MEASURE
Citation:
Wu Liming.LARGE DEVIATION FOR EMPIRICAL FIELD OF A SYMMETRIC MEASURE[J].Chinese Annals of Mathematics B,1991,12(3):348~357
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Authors:
Wu Liming;
Foundation:
The project supported by the National Postdoctoral Science Fund.
Abstract:
This paper discusses the large deviation for the empirical field of a symmetric measure. The lower bound of the large deviation is obtained by extending the classcal Shannon-McMillan theorem. The upper bound is established by means of Legendre transformation and the minimax theorem.