Article ID Journal Published Year Pages File Type
1154519 Statistics & Probability Letters 2007 6 Pages PDF
Abstract
Under exponential tightness hypothesis, we show that the large deviation functional Λ¯(·) has the same variational form as when large deviations hold. As an application, we identify the affine regularization of a rate function on any real Hausdorff topological vector space in terms of Λ¯(·). Some classical results involving the generalized log-moment generating function are improved.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,