A general nonconvex large deviation result II

Details A general nonconvex large deviation result II A general nonconvex large deviation result II

2004-10-05

arxiv.org/abs/math/0410101v1

Annals of Probability 2004, Vol. 32, No. 3A, 1873-1901

Mathematics

Probability

Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta

Scientific paper

10.1214/009117904000000441

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.

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