Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables
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[set membership, variant]F) for the closed sets F and lower bounds for the probabilities P(Yn/n[set membership, variant]G) for the open sets G. Our objective is to derive necessary and sufficient conditions for the upper bounds of the theorem.
| Year of publication: |
2005
|
|---|---|
| Authors: | Nyrhinen, Harri |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 73.2005, 1, p. 57-60
|
| Publisher: |
Elsevier |
| Subject: | Gartner-Ellis theorem Large deviations theory |
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