Compactness in the theory of large deviations

DOI10.1016/0304-4149(95)00007-TzbMath0824.60019MaRDI QIDQ1890710

George L. O'Brien, Wim Vervaat

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

capacitieslarge deviation principlesGärtner-Ellis criterion

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (10)

Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales ⋮ Sequences of capacities, with connections to large-deviation theory ⋮ Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory ⋮ Large Deviation Principle for the Greedy Exploration Algorithm over Erd\"os-R\'enyi Graphs ⋮ Variational representations of Varadhan functionals ⋮ Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem ⋮ Improvements of Plachky--Steinebach Theorem ⋮ Remembering Wim Vervaat ⋮ The Research of Wim Vervaat ⋮ Lattices of capacities, and related topologies1

Cites Work

• Large deviations for a general class of random vectors
• The method of stochastic exponentials for large deviations
• A function space large deviation principle for certain stochastic integrals
• Identifying a large deviation rate function
• Upper bounds for large deviations of dependent random vectors
• On Large Deviations from the Invariant Measure
• Asymptotic probabilities and differential equations
• Large deviations for processes with independent increments
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