Refinements of the Gibbs conditioning principle
- Cite this article as:
- Dembo, A. & Zeitouni, O. Probab. Th. Rel. Fields (1996) 104: 1. doi:10.1007/BF01303799
- 141 Downloads
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.