Abstract
In general, if the large deviation principle holds for a sequence of probability measures and its rate functional admits a unique minimizer, then the measures asymptotically concentrate in its neighborhood so that the law of large numbers follows. This paper discusses the situation that the rate functional has two distinct minimizers, for a simple model described by the pinned Wiener measures with certain densities involving a scaling. We study their asymptotic behavior and determine to which minimizers they converge based on a more precise investigation than the large deviation’s level.
Original language | English |
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Pages (from-to) | 173-183 |
Number of pages | 11 |
Journal | Electronic Communications in Probability |
Volume | 12 |
DOIs | |
Publication status | Published - 2007 Jan 1 |
Externally published | Yes |
Keywords
- Concentration
- Large deviation principle
- Minimizers
- Pinned Wiener measure
- Scaling limit
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty