Two examples in the theory of large deviations
We consider the usual approach to large deviations via the convex conjugate to log-moment generating function. Our first example shows that in the absence of exponential tightness the procedure may lead to correct results but no point on the graph of the rate function will have a supporting hyperplane. The second example implies that if in addition the condition of strict convexity is dropped, then the lower large deviation bound may fail everywhere.
Volume (Year): 18 (1993)
Issue (Month): 4 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:18:y:1993:i:4:p:297-300. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.