A comparison principle for large deviations

John R Baxter; Naresh C. Jain

doi:10.1090/S0002-9939-1988-0955016-8

A comparison principle for large deviations

John R Baxter, Naresh C. Jain

School of Mathematics

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

If [ßn] and [un] are two sequences of probability measures on a separable metric space, we give conditions under which [ßn] satisfies a large deviation principle if and only if [i>n] does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.

Original language	English (US)
Pages (from-to)	1235-1240
Number of pages	6
Journal	Proceedings of the American Mathematical Society
Volume	103
Issue number	4
DOIs	https://doi.org/10.1090/S0002-9939-1988-0955016-8
State	Published - Aug 1988

Keywords

Banach-space-valued
Large deviations
Random Variable

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10.1090/S0002-9939-1988-0955016-8

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title = "A comparison principle for large deviations",

abstract = "If [{\ss}n] and [un] are two sequences of probability measures on a separable metric space, we give conditions under which [{\ss}n] satisfies a large deviation principle if and only if [i>n] does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.",

keywords = "Banach-space-valued, Large deviations, Random Variable",

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year = "1988",

month = aug,

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journal = "Proceedings of the American Mathematical Society",

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AU - Baxter, John R

AU - Jain, Naresh C.

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AB - If [ßn] and [un] are two sequences of probability measures on a separable metric space, we give conditions under which [ßn] satisfies a large deviation principle if and only if [i>n] does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.

KW - Banach-space-valued

KW - Large deviations

KW - Random Variable

UR - https://www.scopus.com/pages/publications/84966225906

UR - https://www.scopus.com/inward/citedby.url?scp=84966225906&partnerID=8YFLogxK

U2 - 10.1090/S0002-9939-1988-0955016-8

DO - 10.1090/S0002-9939-1988-0955016-8

M3 - Article

AN - SCOPUS:84966225906

SN - 0002-9939

VL - 103

SP - 1235

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JO - Proceedings of the American Mathematical Society

JF - Proceedings of the American Mathematical Society

IS - 4

ER -

A comparison principle for large deviations

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