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A note on the convergence of sequences of conditional expectations of random variables

โœ Scribed by Zheng Wei-an


Publisher
Springer
Year
1980
Tongue
English
Weight
66 KB
Volume
53
Category
Article
ISSN
1432-2064

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Exponential convergence for sequences of
โœ Jiaming Sun ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 274 KB

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.