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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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