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Transactions of the American Mathematical Society
ISSN 1088-6850(e) ISSN 0002-9947(p)
     

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

\begin{displaymath}\limsup(\int_X e^{h(x)/t_{\alpha}}\mu_{\alpha}(dx))^{t_{\alpha}}\end{displaymath}

for any bounded above Borel measurable function $h$ on a topological space $X$, where $(\mu_{\alpha})$ is a net of Borel probability measures on $X$, and $(t_{\alpha})$ a net in $]0,\infty[$ converging to $0$. When $X$ is normal, we obtain a criterion in order to have a limit in the above expression for all $h$ 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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