A probability inequality for obtaining lower bounds in the large deviation principle

DOI10.1007/BF02104669zbMath0878.60022OpenAlexW1974862553MaRDI QIDQ1358024

Anatoliĭ Alfredovich Mogul'skiĭ

Publication date: 10 November 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02104669

zbMATH Keywords

Legendre transformlarge deviation principleCramér transform

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Large deviations (60F10)

Related Items

On large deviation theorem for data-driven Neyman's statistic

Cites Work

• Asymptotic probabilities and differential equations
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Generalization of a Probability Limit Theorem of Cramer
• Large deviations for processes with independent increments
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