On the upper bound in Varadhan’s Lemma


In this paper, we generalize the upper bound in Varadhan’s Lemma. The standard formulation of Varadhan’s Lemma contains two important elements, namely an upper semicontinuous integrand and a rate function with compact sublevel sets. However, motivated by results from queueing theory, in this paper we do not assume that rate functions have compact sublevel… (More)


Cite this paper

@inproceedings{Jansen2017OnTU, title={On the upper bound in Varadhan’s Lemma}, author={H. M. Jansen and Michel Mandjes and Koen De Turck and Sabine Wittevrongel and M. R. H. Mandjes and Kiera Turck}, year={2017} }