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

DOI10.1016/j.spl.2005.02.009zbMath1087.60025OpenAlexW2043531199MaRDI QIDQ2573990

Harri Nyrhinen

Publication date: 25 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.009

zbMATH Keywords

large deviation principleFenchel-Legendre transformGärtner-Ellis theorem

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Unnamed Item
• Large deviations for a general class of random vectors
• A note on the upper bound for i.i.d. large deviations
• On Large Deviations from the Invariant Measure

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