Large-deviation approximations for general occupancy models

  • Authors:
  • Jim x. Zhang;Paul Dupuis

  • Affiliations:
  • Division of applied mathematics, brown university, providence, ri 02912, usa (e-mail: jim.zhang@ubs.com);Division of applied mathematics, brown university, providence, ri 02912, usa (e-mail: jim.zhang@ubs.com)

  • Venue:
  • Combinatorics, Probability and Computing
  • Year:
  • 2008

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Abstract

We obtain large-deviation approximations for the empirical distribution for a general family of occupancy problems. In the general setting, balls are allowed to fall in a given urn depending on the urn's contents prior to the throw. We discuss a parametric family of statistical models that includes Maxwell–Boltzmann, Bose–Einstein and Fermi–Dirac statistics as special cases. A process-level large-deviation analysis is conducted and the rate function for the original problem is then characterized, via the contraction principle, by the solution to a calculus of variations problem. The solution to this variational problem is shown to coincide with that of a simple finite-dimensional minimization problem. As a consequence, the large-deviation approximations and related qualitative information are available in more-or-less explicit form.