Summary
Refinements of Sanov's large deviations theorem lead via Csiszár's information theoretic identity to refinements of the Gibbs conditioning principle which are valid for blocks whose length increase with the length of the conditioning sequence. Sharp bounds on the growth of the block length with the length of the conditioning sequence are derived.
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Partially supported by NSF DMS92-09712 grant and by a US-Israel BSF grant
Partially supported by a US-Israel BSF grant and by the fund for promotion of research at the Technion
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Dembo, A., Zeitouni, O. Refinements of the Gibbs conditioning principle. Probab. Th. Rel. Fields 104, 1–14 (1996). https://doi.org/10.1007/BF01303799
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DOI: https://doi.org/10.1007/BF01303799