Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154519 | Statistics & Probability Letters | 2007 | 6 Pages |
Abstract
Under exponential tightness hypothesis, we show that the large deviation functional ί(·) 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 ί(·). Some classical results involving the generalized log-moment generating function are improved.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Henri Comman,