A general nonconvex large deviation result. II. (Q1878984)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2100677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A general nonconvex large deviation result. II. |
scientific article; zbMATH DE number 2100677 |
Statements
A general nonconvex large deviation result. II. (English)
0 references
15 September 2004
0 references
The author presents an abstract large deviation result for a sequence of random elements in a Banach space with a nonconvex rate function. The upper bound constitutes a slight improvement compared to his previous article [Probab. Theory Relat. Fields 118, No. 4, 483--521 (2000; Zbl 0993.60028)] by weakening one of the conditions in that article. The main result is an improvement of the upper bound in the article above by replacing a subdifferentiability condition by different conditions which are easier to verify in many applications. The second part of the paper consists of an application of the results to a stochastic recursive scheme.
0 references
abstract large deviations
0 references
nonconvex rate functions
0 references
stochastic recursive scheme
0 references
0.8295594453811646
0 references
0.7611401081085205
0 references
0.7611401081085205
0 references
0.7603843212127686
0 references
0.7540680766105652
0 references
