主 题: On the weak Large Deviation Principle on Topological Spaces
报告人: Professor Michael Kouritzin (University of Alberta, Canada)
时 间: 2012-05-14 15:00-16:00
地 点: 理科一号楼 1303
Large deviations concerns the asymptotic behaviour of remote tails of
sequences of probability distributions. The Weak Large Deviations
Principle holds in greater generality than the Large Deviations
Principle (LDP). For example, even a decreasing amount of mass escape
can negate the LDP. Yet, the weak LDP may still hold. Furthermore, the
weak LDP is an important step towards establishing the LDP or the
Laplace principle. In this talk, we will discuss a simple way of
establishing weak LDPs, which is effectively a generalization of
Bryc\'s lemma. The proofs are based upon homeomorphisms and the
Dawson-Gaertner projective limit theorem.
