Geodesic
Conditional principles for random weighted measures
ESAIM: Probability and Statistics, Tome 9 (2005), pp. 283-306 Cet article a éte moissonné depuis la source Numdam

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In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form L n =1 n∑ i=1 n Z i δ x i n , (Z i ) i 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.

DOI : 10.1051/ps:2005016
Classification : 60E15, 60F10
Keywords: large deviations, transportation cost inequalities, conditional laws of large numbers, minimum entropy methods 
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     author = {Gozlan, Nathael},
     title = {Conditional principles for random weighted measures},
     journal = {ESAIM: Probability and Statistics},
     pages = {283--306},
     year = {2005},
     publisher = {EDP-Sciences},
     volume = {9},
     doi = {10.1051/ps:2005016},
     mrnumber = {2174872},
     zbl = {1136.60332},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2005016/}
}
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Gozlan, Nathael. Conditional principles for random weighted measures. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 283-306. doi: 10.1051/ps:2005016

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