A general nonconvex large deviation result II

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

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.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000441

Keywords

Probability, 60F10. (Primary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/72745

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410101
 http://arxiv.org/abs/math/0410101
 Annals of Probability 2004, Vol. 32, No. 3A, 1873-1901
 doi:10.1214/009117904000000441

Collections

arXiv