A Comparison Principle for Large Deviations

DOI10.2307/2047119zbMath0659.60047OpenAlexW4251373599MaRDI QIDQ3808947

Naresh C. Jain, J. R. Baxter

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2047119

zbMATH Keywords

large deviation principlerate functioncomparison principlesCramér theoremSanov large deviation theorems

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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A large deviation principle for \(m\)-variate von Mises-statistics and \(U\)- statistics ⋮ Large deviations for moving average processes ⋮ Functional large deviations for Cox processes and \(Cox / G / \infty\) queues, with a biological application ⋮ Large deviations for symmetrised empirical measures ⋮ Large deviations for bootstrapped empirical measures ⋮ Laws of large numbers and moderate deviations for stochastic processes with stationary and independent increments ⋮ A Note on Large Deviations of Random Sets and Random Upper Semicontinuous Functions ⋮ Exponential approximations in completely regular topological spaces and extensions of Sanov's theorem

Cites Work

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• On the probability of large deviations in Banach spaces
• Laplace's method for Gaussian integrals with an application to statistical mechanics
• Asymptotic evaluation of certain Markov process expectations for large time—III
• An introduction to the theory of large deviations

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