Nyrhinen, Harri - In: Statistics & Probability Letters 73 (2005) 1, pp. 57-60
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)...
