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arXiv:2112.04280 [math.PR]AbstractReferencesReviewsResources

A proof of Sanov's Theorem via discretizations

Rangel Baldasso, Roberto I. Oliveira, Alan Pereira, Guilherme Reis

Published 2021-12-08, updated 2022-04-19Version 2

We present an alternative proof of Sanov's theorem for Polish spaces in the weak topology that follows via discretization arguments. We combine the simpler version of Sanov's Theorem for discrete finite spaces and well chosen finite discretizations of the Polish space. The main tool in our proof is an explicit control on the rate of convergence for the approximated measures.

Comments: Published version
Journal: Journal of Theoretical Probability (2022)
Categories: math.PR
Subjects: 60F10
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