Two examples in the theory of large deviations

DOI10.1016/0167-7152(93)90018-EMaRDI QIDQ1314725zbMATH OpenFDO

Authors Dmitry Ioffe

Publication date 7 March 1994

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

Full work available at URL https://doi.org/10.1016/0167-7152(93)90018-E

zbMATH Keywords

exponential compactnessFenchel transformlarge deviations principle

Mathematics Subject Classification ID

Large deviations (60F10)

Review text

Examples are given showing that the exponential compactness and the strict convexity of the Fenchel transform are both essential for having large deviations principle [in the form as it is, for instance, given in the book of \textit{J.-D. Deuschel} and \textit{D. W. Stroock}, Large deviations (1989; Zbl 0705.60029)].

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Cites work

• scientific article; zbMATH DE number 4020173 (Why is no real title available?)
• scientific article; zbMATH DE number 3504682 (Why is no real title available?)
• Large deviations and stochastic homogenization
• Large deviations for exchangeable random vectors
• On a Question of Bishop and Phelps
• On Large Deviations from the Invariant Measure
• On some applicable versions of abstract large deviations theorems
• On the Subdifferentiability of Convex Functions
• Upper bounds for large deviations of dependent random vectors

Cited in

(3)

• Two examples of non strictly convex large deviations
• Large deviations for correlated random variables described by a matrix product ansatz
• Nonconcave entropies in multifractals and the thermodynamic formalism

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