Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior

Authors
Kuelbs, J
Citation
J. Kuelbs, Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior, ANN PROBAB, 28(3), 2000, pp. 1259-1279
Citations number
13
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
28
Issue
3
Year of publication
2000
Pages
1259 - 1279
Database
ISI
SICI code
0091-1798(200007)28:3<1259:LDPADP>2.0.ZU;2-X
Abstract
The existence of a dominating point for an open convex set and a correspond ing representation formula for large deviation probabilities are establishe d in the infinite-dimensional setting under conditions which are both neces sary and sufficient and follow from those used previously in R-d. A precise nonlogarithmic estimate of large deviation probabilities applicable to Gau ssian measures is also included.