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Large Deviations, Some Generalities

Chapter
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Part of the Universitext book series (UTX)

Abstract

Let X be a Polish space with Borel field B. We will say that the function I: X → [0, ∞] is a rate function if
  1. i)

    I ≢ ∞,

     
  2. ii)

    I is lower semi-continuous,

     
  3. iii)

    for any L 0, {x: I(x) ≤ l} is compact.

     

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Copyright information

© Springer-Verlag New York Inc. 1984

Authors and Affiliations

  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

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