Large deviations for random upper semicontinuous functions
Yukio Ogura and Takayoshi Setokuchi
Source: Tohoku Math. J. (2) Volume 61, Number 2 (2009), 213-223.
Abstract
In this paper, we shall study large deviation principle for random upper semicontinuous functions, and obtain Cramér type theorems for those whose underlying space is a separable Banach space of type $p$.
Primary Subjects: 60F10
Secondary Subjects: 60D05, 03E72
Keywords: Random sets; random upper semicontinuous functions; large deviations
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.tmj/1245849444
Digital Object Identifier: doi:10.2748/tmj/1245849444
Zentralblatt MATH identifier:
05608371
Mathematical Reviews number (MathSciNet):
MR2541406
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