Rate functions in the theory of large deviations

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

Year of publication:	1996
Authors:	Eichelsbacher, Peter
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 3, p. 279-283
Publisher:	Elsevier
Subject:	Large deviations Rate function

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224062