A comparison principle for large deviations
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- by John R. Baxter and Naresh C. Jain PDF
- Proc. Amer. Math. Soc. 103 (1988), 1235-1240 Request permission
Abstract:
If $\{ {\mu _n}\}$ and $\left \{ {{\nu _n}} \right \}$ are two sequences of probability measures on a separable metric space, we give conditions under which $\left \{ {{\mu _n}} \right \}$ satisfies a large deviation principle if and only if $\left \{ {{\nu _n}} \right \}$ does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.References
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Additional Information
- © Copyright 1988 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 103 (1988), 1235-1240
- MSC: Primary 60F10; Secondary 60B05
- DOI: https://doi.org/10.1090/S0002-9939-1988-0955016-8
- MathSciNet review: 955016