On large deviation principles in metric spaces (Q542179): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviation principles in metric spaces |
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On large deviation principles in metric spaces (English)
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8 June 2011
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The authors develop a theory of large deviations for sequences of random elements of metric spaces. The main result deals with conditions under which an estimate for deviations from a point implies a certain estimate for deviations from a set. A detailed analysis of some examples is given; in particular, the authors give new examples of large derivation principles for random walks and empirical processes, which were not covered by the existing results.
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large deviation principle
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local large deviation
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extended large deviation
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