Exponential tightness can fail in the strong topology

DOI10.1016/S0167-7152(98)00127-8zbMath0938.60026MaRDI QIDQ1304089

Malte Grunwald, Peter Eichelsbacher

Publication date: 21 June 2000

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

zbMATH Keywords

large deviationsstrong topologyexponential tightness

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• On large deviations of empirical measures in the τ-topology
• Compactness and sequential compactness in spaces of measures
• Large deviations for processes with independent increments
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