Exponential convergence for sequences of random variables

Using the compactness in large deviation theory, this note describes a large deviation upper bound by a lower semicontinuous function. It then obtains a characterization for exponential convergence and discusses exponential convergence rates.

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Year of publication:	1997
Authors:	Sun, Jiaming
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 34.1997, 2, p. 159-164
Publisher:	Elsevier
Keywords:	Compactness Convex conjugate Exponential convergence Large deviations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319760