English

Stone-Weierstrass type theorems for large deviations

Probability 2015-12-04 v1

Abstract

We give a general version of Bryc's theorem valid on any topological space and with any algebra A\mathcal{A} of real-valued continuous functions separating the points, or any well-separating class. In absence of exponential tightness, and when the underlying space is locally compact regular and A\mathcal{A} constituted by functions vanishing at infinity, we give a sufficient condition on the functional Λ()A\Lambda(\cdot)_{\mid \mathcal{A}} to get large deviations with not necessarily tight rate function. We obtain the general variational form of any rate function on a completely regular space; when either exponential tightness holds or the space is locally compact Hausdorff, we get it in terms of any algebra as above. Prohorov-type theorems are generalized to any space, and when it is locally compact regular the exponential tightness can be replaced by a (strictly weaker) condition on Λ()A\Lambda(\cdot)_{\mid \mathcal{A}}.

Keywords

Cite

@article{arxiv.0804.2214,
  title  = {Stone-Weierstrass type theorems for large deviations},
  author = {Henri Comman},
  journal= {arXiv preprint arXiv:0804.2214},
  year   = {2015}
}

Comments

To appear in Electronic Communications in Probability

R2 v1 2026-06-21T10:30:38.843Z