Stone-Weierstrass type theorems for large deviations
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Stone-Weierstrass type theorems for large deviations |
2. | Creator | Author's name, affiliation, country | Henri Comman; University of Santiago de Chile |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Large deviations, rate function, Bryc's theorem |
3. | Subject | Subject classification | 60F10 |
4. | Description | 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 $\Lambda(\cdot)_{\mid \mathcal{A}}$. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Research supported by DICYT-USACH grant No. 040533C |
7. | Date | (YYYY-MM-DD) | 2008-04-28 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1370 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v13-1370 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 13 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|