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Exponential convergence for sequences of random variables

✍ Scribed by Jiaming Sun

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
274 KB
Volume
34
Category
Article
ISSN
0167-7152

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✦ Synopsis

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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