REFINEMENTS OF THE GIBBS CONDITIONING PRINCIPLE

Authors
DEMBO A ZEITOUNI O
Citation
A. Dembo et O. Zeitouni, REFINEMENTS OF THE GIBBS CONDITIONING PRINCIPLE, Probability theory and related fields, 104(1), 1996, pp. 1-14
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
104
Issue
1
Year of publication
1996
Pages
1 - 14
Database
ISI
SICI code
0178-8051(1996)104:1<1:ROTGCP>2.0.ZU;2-2
Abstract
Refinements of Sanov's large deviations theorem lead via Csiszar's inf ormation theoretic identity to refinements of the Gibbs conditioning p rinciple which are valid for blocks whose length increase with the len gth of the conditioning sequence. Sharp bounds on the growth of the bl ock length with the length of the conditioning sequence are derived.