Large deviation convergence
Anatolii Puhalskii · 2001
Chapter 3 Large deviation convergence This chapter contains basic facts on large deviation convergence in Tihonov spaces and their adaptation to the setting of the Skorohod space. 3.1 Large deviation convergence in Tihonov spaces In this section we develop the theory of large deviation convergence in Tihonov spaces. Our exposition is along the lines of the content of Section 1.9.