Free-differentiability conditions on the free-energy function implying large deviations
概率论
2015-12-04 v1
摘要
Let be a net of Radon sub-probability measures on the real line, and be a net in converging to 0. Assuming that the generalized log-moment generating function exists for all in a nonempty open interval , we give conditions on the left or right derivatives of , implying vague (and thus narrow when ) large deviations. The rate function (which can be nonconvex) is obtained as an abstract Legendre-Fenchel transform. This allows us to strengthen the G\"{a}rtner-Ellis theorem by removing the usual differentiability assumption. A related question of R. S. Ellis is solved.
引用
@article{arxiv.math/0506044,
title = {Free-differentiability conditions on the free-energy function implying large deviations},
author = {Henri Comman},
journal= {arXiv preprint arXiv:math/0506044},
year = {2015}
}
备注
13 pages