Criteria for large deviations

Author:

Comman Henri

Abstract

We give the general variational form of \[ lim sup ( X e h ( x ) / t α μ α ( d x ) ) t α \limsup (\int _X e^{h(x)/t_{\alpha }}\mu _{\alpha }(dx))^{t_{\alpha }} \] for any bounded above Borel measurable function h h on a topological space X X , where ( μ α ) (\mu _{\alpha }) is a net of Borel probability measures on X X , and ( t α ) (t_{\alpha }) a net in ] 0 , [ ]0,\infty [ converging to 0 0 . When X X is normal, we obtain a criterion in order to have a limit in the above expression for all h 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.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference3 articles.

1. Variational representations of Varadhan functionals;Bell, Harold;Proc. Amer. Math. Soc.,2001

2. Applications of Mathematics (New York);Dembo, Amir,1998

3. Capacities, large deviations and loglog laws;O’Brien, George L.,1991

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