On the Theory of Large Deviations
On the Theory of Large Deviations
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DOI：
10.1137/1138045
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发表时间：
1994-09
影响因子：
0.6
通讯作者：
A. A. Pukhal'skii-A.
中科院分区：
文献类型：
--
作者：
A. A. Pukhal'skii-A.
作者在文献[9]中利用“大偏差原理（DV1）和（DV2）”与“概率测度的弱收敛”的相似性，用弱收敛理论的技巧研究了大偏差的粗糙渐近性态。本文是[9]的继续。对文[9]的一个主要结果（“如果测度序列是指数紧的，则它在大偏差意义下是相对紧的”）给出了一个较简单的证明。研究了半鞅的大偏差问题。
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.