Two examples in the theory of large deviations (Q1314725)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Two examples in the theory of large deviations |
scientific article; zbMATH DE number 503683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two examples in the theory of large deviations |
scientific article; zbMATH DE number 503683 |
Statements
Two examples in the theory of large deviations (English)
0 references
7 March 1994
0 references
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)].
0 references
exponential compactness
0 references
Fenchel transform
0 references
large deviations principle
0 references
