A general nonconvex large deviation result. II. (Q1878984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general nonconvex large deviation result. II. |
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A general nonconvex large deviation result. II. (English)
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15 September 2004
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The author presents an abstract large deviation result for a sequence of random elements in a Banach space with a nonconvex rate function. The upper bound constitutes a slight improvement compared to his previous article [Probab. Theory Relat. Fields 118, No. 4, 483--521 (2000; Zbl 0993.60028)] by weakening one of the conditions in that article. The main result is an improvement of the upper bound in the article above by replacing a subdifferentiability condition by different conditions which are easier to verify in many applications. The second part of the paper consists of an application of the results to a stochastic recursive scheme.
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abstract large deviations
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nonconvex rate functions
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stochastic recursive scheme
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