Rate functions in the theory of large deviations

Eichelsbacher, P (1996). Rate functions in the theory of large deviations. Statistics and Probability Letters, 26(3):279-283.

Abstract

We point out that some general rate function representations in large deviation theory can be proved using Varadhan's integral lemma only.

Abstract

We point out that some general rate function representations in large deviation theory can be proved using Varadhan's integral lemma only.

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