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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

   

 

A large deviation principle for random upper semicontinuous functions


Author: Pedro Terán
Journal: Proc. Amer. Math. Soc. 134 (2006), 571-580
MSC (2000): Primary 60F10, 03E72; Secondary 60B12, 60D05
Published electronically: July 21, 2005
MathSciNet review: 2176026
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Abstract: We obtain necessary and sufficient conditions in the Large Deviation Principle for random upper semicontinuous functions on a separable Banach space. The main tool is the recent work of Arcones on the LDP for empirical processes.


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Additional Information

Pedro Terán
Affiliation: Facultad de Ciencias Económicas y Empresariales, Departamento de Métodos Estadísticos, Universidad de Zaragoza, Gran Vía 2. E-50005 Zaragoza, Spain
Email: teran@unizar.es

DOI: http://dx.doi.org/10.1090/S0002-9939-05-08033-0
PII: S 0002-9939(05)08033-0
Keywords: Empirical process, fuzzy random variable, large deviation principle, random set, random upper semicontinuous function, support process
Received by editor(s): July 9, 2004
Received by editor(s) in revised form: September 10, 2004
Published electronically: July 21, 2005
Additional Notes: This paper is dedicated to the victims of the terrorist attack on Madrid, March 11, 2004.
This research has been partially funded by the research grant BFM 2002-03263 from the Spanish Ministerio de Ciencia y Tecnología.
Communicated by: Richard C. Bradley
Article copyright: © Copyright 2005 Pedro Ter\'an