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Stone-Weierstrass type theorems for large deviations

  
@article{ECP1370,
	author = {Henri Comman},
	title = {Stone-Weierstrass type theorems for large deviations},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {Large deviations, rate function, Bryc's theorem},
	abstract = {We give a general version of Bryc's theorem valid on any topological space and with any algebra $\mathcal{A}$ of real-valued continuous functions separating the points, or any well-separating class. In absence of exponential tightness, and  when the underlying space is locally compact regular and  $\mathcal{A}$ constituted by  functions vanishing at infinity, we give a sufficient condition on the functional $\Lambda(\cdot)_{\mid \mathcal{A}}$ to get large deviations with not necessarily tight rate function. We obtain the general variational form of any rate function on a completely regular space; when either exponential tightness holds or  the space is locally compact Hausdorff, we get it in terms of any algebra as above.  Prohorov-type theorems are  generalized to any space, and when it  is locally compact regular the exponential tightness can be replaced by a (strictly weaker) condition on $\Lambda(\cdot)_{\mid \mathcal{A}}$.},
	pages = {no. 22, 225-240},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1370},    
        url = {http://ecp.ejpecp.org/article/view/1370}}