Large deviations of the empirical volume fraction for stationary Poisson grain models

Abstract

We study the existence of the (thermodynamic) limit of the scaled cumulant-generating function L_n(z)=|W_n|^{-1}\logE\exp{z|\Xi\cap W_n|} of the empirical volume fraction |\Xi\cap W_n|/|W_n|, where |\cdot| denotes the d-dimensional Lebesgue measure. Here \Xi=\bigcup_{i\ge1}(\Xi_i+X_i) denotes a d-dimensional Poisson grain model (also known as a Boolean model) defined by a stationary Poisson process \Pi_{\lambda}=\sum_{i\ge1}\delta_{X_i} with intensity \lambda >0 and a sequence of independent copies \Xi_1,\Xi_2,... of a random compact set \Xi_0. For an increasing family of compact convex sets {W_n, n\ge1} which expand unboundedly in all directions, we prove the existence and analyticity of the limit lim_{n\to\infty}L_n(z) on some disk in the complex plane whenever E\exp{a|\Xi_0|}0. Moreover, closely connected with this result, we obtain exponential inequalities and the exact asymptotics for the large deviation probabilities of the empirical volume fraction in the sense of Cram\'er and Chernoff.Comment: Published at http://dx.doi.org/10.1214/105051604000001007 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org