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.
Publié le : 2004-07-14
Classification:
Abstract large deviations,
nonconvex rate functions,
stochastic recursive schemes,
60F10
@article{1089808414,
author = {de Acosta, A.},
title = {A general nonconvex large deviation result II},
journal = {Ann. Probab.},
volume = {32},
number = {1A},
year = {2004},
pages = { 1873-1901},
language = {en},
url = {http://dml.mathdoc.fr/item/1089808414}
}
de Acosta, A. A general nonconvex large deviation result II. Ann. Probab., Tome 32 (2004) no. 1A, pp. 1873-1901. http://gdmltest.u-ga.fr/item/1089808414/