The large deviation principle of stochastic processes

@inproceedings{Arcones2002TheLD,
  title={The large deviation principle of stochastic processes},
  author={Miguel A. Arcones},
  year={2002}
}
  • Miguel A. Arcones
  • Published 2002
We discuss the large deviation principle of stochastic processes as random elements of l∞(T ). We show that the large deviation principle in l∞(T ) is equivalent to the large deviation principle of the finite dimensional distributions plus an exponential asymptotic equicontinuity condition with respect to a pseudometric which makes T a totally bounded pseudometric space. This result allows to obtain necessary and sufficient conditions for the large deviation principle of different types of… CONTINUE READING

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