An Extension of the Contraction Principle

J. Garcia ()
Additional contact information
J. Garcia: California State University Channel Islands

Journal of Theoretical Probability, 2004, vol. 17, issue 2, 403-434

Abstract: Abstract The concept of quasi-continuity and the new concept of almost compactness for a function are the basis for the extension of the contraction principle in large deviations presented here. Important equivalences for quasi-continuity are proved in the case of metric spaces. The relation between the exponential tightness of a sequence of stochastic processes and the exponential tightness of its transform (via an almost compact function) is studied here in metric spaces. Counterexamples are given to the nonmetric case. Relations between almost compactness of a function and the goodness of a rate function are studied. Applications of the main theorem are given, including to an approximation of the stochastic integral.

Keywords: Large; deviation; contraction; principle; extension (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1023/B:JOTP.0000020701.20424.d8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:17:y:2004:i:2:d:10.1023_b:jotp.0000020701.20424.d8

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/B:JOTP.0000020701.20424.d8

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().