Conditional principles for random weighted measures
Nathael Gozlan (2005)
ESAIM: Probability and Statistics
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In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , 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.