Compactness in the theory of large deviations (Q1890710)
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scientific article; zbMATH DE number 757537
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| English | Compactness in the theory of large deviations |
scientific article; zbMATH DE number 757537 |
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Compactness in the theory of large deviations (English)
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23 May 1995
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Large deviation principles are expressed as the vague or narrow convergence of sequences of the set functions called capacities. As an application, a short proof of Gärtner-Ellis criterion for the large deviation principle is given. The capacity methods introduced in the paper are also used in forthcoming papers [\textit{G. L. O'Brien}, Sequences of capacities, with connections to large-deviation theory, J. Theor. Probab. (to appear) and \textit{W. Bryc} and \textit{A. Dembo}, Large deviations and strong mixing, Ann. Inst. Henri Poincaré, Probab. Stat. (to appear)].
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capacities
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large deviation principles
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Gärtner-Ellis criterion
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