Large deviations of the empirical volume fraction for stationary Poisson grain models

Citation
Heinrich, Lothar, Large deviations of the empirical volume fraction for stationary Poisson grain models, Annals of applied probability , 15((1A)), 2005, pp. 394-420
ISSN journal
10505164
Volume
15
Issue
(1A)
Year of publication
2005
Pages
394 - 420
Database
ACNP
SICI code
Abstract
We study the existence of the (thermodynamic) limit of the scaled cumulant-generating function Ln(z)=|Wn|.1logEexp{z|..Wn|} of the empirical volume fraction |..Wn|/|Wn|, where |.| denotes the d-dimensional Lebesgue measure. Here .=.i.1(.i+Xi) denotes a d-dimensional Poisson grain model (also known as a Boolean model) defined by a stationary Poisson process ..=.i.1.Xi with intensity .>0 and a sequence of independent copies .1,.2,. of a random compact set .0. For an increasing family of compact convex sets {Wn, n.1} which expand unboundedly in all directions, we prove the existence and analyticity of the limit lim.n..Ln(z) on some disk in the complex plane whenever Eexp{a|.0|}<. for some a>0. Moreover, closely connected with this result, we obtain exponential inequalities and the exact asymptotics for the large deviation probabilities of the empirical volume fraction in the sense of Cramér and Chernoff.