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Cramer's condition and Sanov's theorem

✍ Scribed by Alexander Schied

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 305 KB
Volume: 39
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00033-9

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✦ Synopsis

We discuss whether Sanov's theorem can be extended to a topology that renders the mapping v ~-~ f f dv continuous, for a given measurable function f. We show that this is possible if and only if f possesses all exponential moments with respect to the underlying law #.

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