Criteria for large deviations
This paper addresses the relation between the existence of \(\Lambda(h)=\log\lim\mu^{t_\alpha}(e^{h/t_\alpha})\) for any bounded continuous Borel-measurable real-valued function \(h\) and that of a large deviation principle for \((\mu_\alpha)\) with powers \((t_\alpha)\). Here \((t_\alpha)\) is a net in \(]0,\infty[\) converging to 0, and \((\mu_\alpha)\) is a net of Borel probability measures on a topological space \(X\). From Varadhan's theorem, if \(X\) is regular, then the LDP with tight rate function implies \(\Lambda(h)\) exists for all suitable \(h\), including the class above, and there is an expression linking the two. This paper presents a new approach to this relationship based upon a variational representation of the functional \(\lim\sup \mu_\alpha^{t_\alpha}(e^{\cdot/t_\alpha})\), and a criterion of existence of \(\Lambda(\cdot)\) when \(X\) is normal. This leads to functional and set-theoretic large deviation criteria that permits the removal of tightness from the conditions of Varadhan's result. Indeed, there are no compactness arguments in the paper. Proposition 2.3 begins by providing a non-standard statement equivalent to the large deviation principle and which implies the existence of a minimal rate function. Expressions are given for the rate function. Under the (localized) tail condition of Varadhan's theorem, Theorem 3.1 obtains a general variational form for \(\lim\sup \mu_\alpha^{t_\alpha}(e^{h/t_\alpha}1_Y)\), and Theorem 3.3 obtains necessary (and sufficient for \(X\) normal) conditions for the existence of \(\Lambda\) for bounded continuous \(h\). Section 4 assumes \(X\) is normal, and develops (Theorem 4.1) necessary and sufficient conditions on \(\Lambda\) for a large deviation principle. As corollaries of Theorem 4.1, the paper obtains a number of results without the usual tightness conditions, for example the equivalence between the Laplace and large deviation principles, or the variational form of the rate function.
- Stone-Weierstrass type theorems for large deviations
- Differentiability-free conditions on the free-energy function implying large deviations
- Functional approach of large deviations in general spaces
- Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
- Variational form of the large deviation functional
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Representation of weakly maxitive monetary risk measures and their rate functions
- Variational representations of Varadhan functionals
- Criteria for the density of the graph of the entropy map restricted to ergodic states
- Large deviations for inhomogeneous systems
- Large deviation principles for non-uniformly hyperbolic rational maps
- scientific article; zbMATH DE number 2128123 (Why is no real title available?)
- scientific article; zbMATH DE number 4194836 (Why is no real title available?)
- Some familiar examples for which the large deviation principle does not hold
- Exponential tightness and projective systems in large deviation theory
- Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
- scientific article; zbMATH DE number 4184511 (Why is no real title available?)
- Laplace principle for large population games with control interaction
- Small noise and small time asymptotics for McKean-Vlasov SDEs with local Lipschitz coefficients
- A general conditional large deviation principle
- On the upper bound in Varadhan's lemma
This page was built for publication: Criteria for large deviations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4806464)
