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Criteria for large deviations
Author(s):
Henri
Comman
Journal:
Trans. Amer. Math. Soc.
355
(2003),
2905-2923.
MSC (2000):
Primary 60F10
Posted:
March 17, 2003
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Abstract:
We give the general variational form of
for any bounded above Borel measurable function on a topological space , where is a net of Borel probability measures on , and a net in converging to . When is normal, we obtain a criterion in order to have a limit in the above expression for all continuous bounded, and deduce new criteria of a large deviation principle with not necessarily tight rate function; this allows us to remove the tightness hypothesis in various classical theorems.
References:
-
- 1.
- W. Bryc and H. Bell. Variational representations of Varadhan functionals, Proc. Amer. Math. Soc., 129 (2001), No. 7, pp. 2119-2125. MR 2002b:60040
- 2.
- A. Dembo and O. Zeitouni. Large deviations techniques and applications, Second edition, Springer-Verlag, New York, 1998. MR 99d:60030
- 3.
- G. L. O'Brien and W. Verwaat. Capacities, large deviations and loglog laws. Stable Processes and Related Topics (Ithaca, NY, 1990), pp. 43-83, Progr. Probab. 25, Birkhäuser, Boston, MA, 1991. MR 92k:60007
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Additional Information:
Henri
Comman
Affiliation:
Department of Mathematics, University of Santiago of Chile, Bernardo O'Higgins 3363, Santiago, Chile
Email:
hcomman@usach.cl
DOI:
10.1090/S0002-9947-03-03274-4
PII:
S 0002-9947(03)03274-4
Received by editor(s):
January 3, 2002
Received by editor(s) in revised form:
November 9, 2002.
Posted:
March 17, 2003
Additional Notes:
This work was supported in part by FONDECYT Grant 3010005
Copyright of article:
Copyright
2003,
American Mathematical Society
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