Deviations bounds and conditional principles for thin sets.
Résumé
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 or calibration problems for diffusion processes are discussed.
Domaines
Probabilités [math.PR]
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