The existence of a dominating point for an open convex set and a
corresponding representation formula for large deviation probabilities are
established in the infinite-dimensional setting under conditions which are both
necessary and sufficient and follow from those used previously in
$\mathbb{R}^d$ . A precise nonlogarithmic estimate of large deviation
probabilities applicable to Gaussian measures is also included.
Publié le : 2000-06-14
Classification:
Large deviation probabilities,
dominating points for open convex sets,
nonlogarithmic behavior,
60B12,
60F10
@article{1019160334,
author = {Kuelbs, J.},
title = {Large deviation probabilities and dominating points for open
convex sets: nonlogarithmic behavior},
journal = {Ann. Probab.},
volume = {28},
number = {1},
year = {2000},
pages = { 1259-1279},
language = {en},
url = {http://dml.mathdoc.fr/item/1019160334}
}
Kuelbs, J. Large deviation probabilities and dominating points for open
convex sets: nonlogarithmic behavior. Ann. Probab., Tome 28 (2000) no. 1, pp. 1259-1279. http://gdmltest.u-ga.fr/item/1019160334/