A comparison principle for large deviations

John R Baxter, Naresh C. Jain

Research output: Contribution to journalArticlepeer-review

14 Scopus citations


If [ßn] and [un] are two sequences of probability measures on a separable metric space, we give conditions under which [ßn] satisfies a large deviation principle if and only if [i>n] does. A known and a new theorem follow immediately from the application of this comparison principle to standard results in large deviation theory.

Original languageEnglish (US)
Pages (from-to)1235-1240
Number of pages6
JournalProceedings of the American Mathematical Society
Issue number4
StatePublished - Aug 1988


  • Banach-space-valued
  • Large deviations
  • Random Variable

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