中文

A general nonconvex large deviation result II

概率论 2007-05-23 v1

摘要

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.

关键词

引用

@article{arxiv.math/0410101,
  title  = {A general nonconvex large deviation result II},
  author = {A. de Acosta},
  journal= {arXiv preprint arXiv:math/0410101},
  year   = {2007}
}

备注

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