Abstract
We point out that some general rate function representations in large deviation theory can be proved using Varadhan's integral lemma only.
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.
Additional indexing
| Item Type: | Journal Article, refereed, original work |
|---|---|
| Communities & Collections: | 07 Faculty of Science > Institute of Mathematics |
| Dewey Decimal Classification: | 510 Mathematics |
| Scopus Subject Areas: | Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty |
| Language: | English |
| Date: | 1996 |
| Deposited On: | 29 Nov 2010 16:28 |
| Last Modified: | 07 Jan 2025 04:42 |
| Publisher: | Elsevier |
| ISSN: | 0167-7152 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/0167-7152(95)00021-6 |
| Related URLs: | http://www.ams.org/mathscinet-getitem?mr=1394904 http://www.zentralblatt-math.org/zbmath/search/?q=an%3A0847.60021 |
Download
Links
Statistics
Citations
Dimensions.ai Metrics
Eichelsbacher, P