Exponential convergence for sequences of random variables

Jiaming Sun

Statistics & Probability Letters, 1997, vol. 34, issue 2, 159-164

Abstract: 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.

Keywords: Compactness; Convex; conjugate; Exponential; convergence; Large; deviations (search for similar items in EconPapers)
Date: 1997
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