Two examples in the theory of large deviations (Q1314725)
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scientific article; zbMATH DE number 503683
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| English | Two examples in the theory of large deviations |
scientific article; zbMATH DE number 503683 |
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Two examples in the theory of large deviations (English)
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7 March 1994
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Examples are given showing that the exponential compactness and the strict convexity of the Fenchel transform are both essential for having large deviations principle [in the form as it is, for instance, given in the book of \textit{J.-D. Deuschel} and \textit{D. W. Stroock}, Large deviations (1989; Zbl 0705.60029)].
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exponential compactness
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Fenchel transform
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large deviations principle
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0.816110372543335
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0.7894970774650574
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