A general nonconvex large deviation result. II. (Q1878984): Difference between revisions

The author presents an abstract large deviation result for a sequence of random elements in a Banach space with a nonconvex rate function. The upper bound constitutes a slight improvement compared to his previous article [Probab. Theory Relat. Fields 118, No. 4, 483--521 (2000; Zbl 0993.60028)] by weakening one of the conditions in that article. The main result is an improvement of the upper bound in the article above by replacing a subdifferentiability condition by different conditions which are easier to verify in many applications. The second part of the paper consists of an application of the results to a stochastic recursive scheme.