Conditional principles for random weighted measures
ESAIM: Probability and Statistics, Tome 9 (2005), pp. 283-306.

In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form ${L}_{n}=\frac{1}{n}{\sum }_{i=1}^{n}{Z}_{i}{\delta }_{{x}_{i}^{n}}$, ${\left({Z}_{i}\right)}_{i}$ 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.

DOI : https://doi.org/10.1051/ps:2005016
Classification : 60E15,  60F10
Mots clés : large deviations, transportation cost inequalities, conditional laws of large numbers, minimum entropy methods
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author = {Gozlan, Nathael},
title = {Conditional principles for random weighted measures},
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Gozlan, Nathael. Conditional principles for random weighted measures. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 283-306. doi : 10.1051/ps:2005016. http://www.numdam.org/articles/10.1051/ps:2005016/

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