Mosco Convergence and Large Deviations
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.
KeywordsRate Function Large Deviation Principle Hausdorff Topological Vector Space Lower Semi Continuous Function Large Deviation Probability
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