The metric of large deviation convergence (Q1592276)
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scientific article; zbMATH DE number 1552710
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| English | The metric of large deviation convergence |
scientific article; zbMATH DE number 1552710 |
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The metric of large deviation convergence (English)
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30 August 2001
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A metric space of set functions, such that a sequence \(\{P_n\}\) of Borel probability measures on this metric space satisfies the full large deviation principle (LDP) with speed \(\{a_n\}\) and good rate function \(I\) if and only if the sequence \(\{p_n^{a_n}\}\) converges to set function \(e^{-I}\), is constructed. Properties related to the LDP and weak convergence are characterized in terms of a metric space.
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large deviation principle
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good rate function
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metric spaces
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0.8466991782188416
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0.8243665099143982
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