On large deviation principles in metric spaces (Q542179): Difference between revisions

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.