A comparison principle for large deviations

Authors:
John R. Baxter and Naresh C. Jain

Journal:
Proc. Amer. Math. Soc. **103** (1988), 1235-1240

MSC:
Primary 60F10; Secondary 60B05

MathSciNet review:
955016

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Abstract: If and are two sequences of probability measures on a separable metric space, we give conditions under which satisfies a large deviation principle if and only if does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.

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DOI:
http://dx.doi.org/10.1090/S0002-9939-1988-0955016-8

Keywords:
Large deviations,
Banach-space-valued Random Variable

Article copyright:
© Copyright 1988
American Mathematical Society