Exponential tightness can fail in the strong topology

DOI10.1016/S0167-7152(98)00127-8zbMATH Open0938.60026MaRDI QIDQ1304089FDOQ1304089

Authors: Peter Eichelsbacher, Malte Grunwald 

Publication date: 21 June 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

large deviationsexponential tightnessstrong topology

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Compactness and sequential compactness in spaces of measures
• Large deviations for processes with independent increments
• On large deviations of empirical measures in the τ-topology

Cited In (2)

• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• A large deviation principle for the normalized excursion of an \(\alpha\)-stable Lévy process without negative jumps

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