Criteria for large deviations

被引:14
|
作者
Comman, H [1 ]
机构
[1] Univ Santiago Chile, Dept Math, Santiago, Chile
关键词
D O I
10.1090/S0002-9947-03-03274-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We give the general variational form of limsup(integral(X) e(h(x)/t alpha) mu(alpha)(dx))(t alpha) 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,infinity[ 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.
引用
收藏
页码:2905 / 2923
页数:19
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