Abstract
The similarity of the “large deviation principle, (DV1) and (DV2)” and the “weak convergence of probability measures” was used by the author in the earlier paper [9] to study the rough asymptotic behavior of large deviations by the techniques of the theory of weak convergence. This paper is a continuation of [9]. A simpler proof is given for one of the main results of [9] (“if a sequence of measures is exponentially tight, then it is relatively compact in the sense of large deviations”). The problem of large deviations for semimartingales is considered.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.