Article ID Journal Published Year Pages File Type
10525894 Statistics & Probability Letters 2005 4 Pages PDF
Abstract
Let Y1,Y2,… be real valued random variables. The Gärtner-Ellis theorem gives sufficient conditions for a large deviations principle for the sequence {Yn/n}. Briefly, the theorem provides sufficient conditions for exponential upper bounds for the probabilities P(Yn/n∈F) for the closed sets F and lower bounds for the probabilities P(Yn/n∈G) for the open sets G. Our objective is to derive necessary and sufficient conditions for the upper bounds of the theorem.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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