Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables (Q2573990)

Let \((Y_n)\) be a sequence of real random variables and \(\Lambda(\lambda)\) the upper limit (as \(n\to\infty\)) of \(n^{-1}\log E\exp\{\lambda Y_n\}\). It is proved that the upper bound in Gärtner-Ellis theorem holds for every closed set \(F\subset R\) if and only if \(\Lambda\) is lower-semicontinuous at zero. It is noted that the analogous statement for random vectors cannot be true as shown by \textit{I. H. Dinwoodie} [Ann. Probab. 19, No. 4, 1732--1736 (1991; Zbl 0761.60022)].