A general nonconvex large deviation result II
Probability
2007-05-23 v1
Abstract
We refine the conditions for the lower bound in an abstract large deviation result with nonconvex rate function we had previously introduced. We apply the results to certain stochastic recursive schemes.
Cite
@article{arxiv.math/0410101,
title = {A general nonconvex large deviation result II},
author = {A. de Acosta},
journal= {arXiv preprint arXiv:math/0410101},
year = {2007}
}
Comments
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000441