Free access article

Issue ESAIM: P&S Volume 9, 2005 Page(s) 283 - 306 DOI 10.1051/ps:2005016

ESAIM: P&S, October 2005, Vol. 9, pp. 283-306
DOI: 10.1051/ps:2005016

Conditional principles for random weighted measures

Nathael Gozlan

Université Paris 10-Nanterre, équipe MODAL'X, UFR SEGMI, 200 avenue de la République, 92001 Nanterre, Cedex, France; nathael.gozlan@u-paris10.fr

(Received October 25, 2004. Revised April 7, 2005.)

Abstract
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , (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.

Mathematics Subject Classification. 60E15, 60F10.

Key words: Large deviations, transportation cost inequalities, conditional laws of large numbers, minimum entropy methods.


© EDP Sciences, SMAI 2005

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