Mosco Convergence and Large Deviations

  • S. L. Zabell
Part of the Progress in Probability book series (PRPR, volume 30)


The techniques of convex analysis have come to play an increasingly important role in the theory of large deviations (see, e.g., Bahadur and Zabell, 1979; Ellis, 1985; de Acosta, 1988). The purpose of this brief note is to point out an interesting connection between a basic form of convergence commonly employed in convex analysis (“Mosco convergence”), and two theorems of fundamental importance in the theory of large deviations.


Rate Function Large Deviation Principle Hausdorff Topological Vector Space Lower Semi Continuous Function Large Deviation Probability 
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Copyright information

© Springer Science+Business Media New York 1992

Authors and Affiliations

  • S. L. Zabell
    • 1
  1. 1.Department of MathematicsNorthwestern UniversityEvanstonUSA

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