A general conditional large deviation principle

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Abstract: Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set B. If the large deviation rate function I is good and effectively continuous and the conditioning set has the property that (1) overlineBcirc=overlineB and (2) I(x)<infty for all xinoverlineB, then the sequence of conditional measures satisfies a large deviation principle with the good, effectively continuous rate function IB, where IB(x)=I(x)infI(B) if xinoverlineB and IB(x)=infty otherwise.









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