A general nonconvex large deviation result II

Abstract

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

Cited by in corpus (1)

• The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations