Sample path large deviations in finer topologies

• Published in: Stochastics and stochastics reports Vol. 67; no. 3-4; pp. 231 - 254
• Main Authors: Eichelsbacher, Peter, O'connell, Neil
• Format: Journal Article
• Language: English
• Published: Abingdon Gordon and Breach Science Publishers 01.09.1999; Taylor & Francis
• Subjects: 1991 Mathematics Subject Classifications; Exact sciences and technology; Functional analysis; Large deviations; Limit theorems; Lipschitz space; Mathematical analysis; Mathematics; Orlicz-space; partial sums; Primary: 60F10, 60G17, 46E30; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Stochastic processes; Large deviation principle; Chernoff inequality; Partial sum; Lipschitz space; Functional analysis; Orlicz space; Large deviation

In this paper we present sufficient conditions for sample path large deviation principles to be extended to finer topologies. We consider extensions of the uniform topology by Orlicz functional and we consider Lipschitz spaces: the former are concerned with cumulative path behavior while the latter...