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Quadratic variation and the convergence of random sequences

✍ Scribed by G. P. Karev


Publisher
SP MAIK Nauka/Interperiodica
Year
1987
Tongue
English
Weight
276 KB
Volume
27
Category
Article
ISSN
0037-4466

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Exponential convergence for sequences of
✍ Jiaming Sun πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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.