A general nonconvex large deviation result II

• A. de Acosta ^[1]
  1. [1] Case Western Reserve University

     Case Western Reserve University

     City of Cleveland, Estados Unidos

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 1, 2004, págs. 1873-1901
• Idioma: inglés
• DOI: 10.1214/009117904000000441
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• Resumen

  • 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.