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A large deviation principle for random upper semicontinuous functions
Author(s):
Pedro
Terán
Journal:
Proc. Amer. Math. Soc.
134
(2006),
571-580.
MSC (2000):
Primary 60F10, 03E72;
Secondary 60B12, 60D05
Posted:
July 21, 2005
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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:
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
Posted:
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 {\it Ministerio de Ciencia y Tecnología}.
Communicated by:
Richard C. Bradley
Copyright of article:
Copyright
2005,
Pedro Ter\'an
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