dc.date.accessioned |
2006-11-14 |
en |
dc.date.accessioned |
2006-11-14 |
en |
dc.date.available |
2006-11-14 |
en |
dc.date.available |
2006-11-14 |
en |
dc.date.issued |
2004-04 |
en |
dc.date.issued |
2004-04 |
en |
dc.identifier.citation |
Garcia, Jorge. "An extension of the contraction principle." Journal of Theoretical Probability. v.17 no. 2 (April 2004). 403-434. |
en |
dc.identifier.citation |
Garcia, Jorge. "An extension of the contraction principle." Journal of Theoretical Probability. v.17 no. 2 (April 2004). 403-434. |
en |
dc.identifier.issn |
1572-9230 (Online) |
en |
dc.identifier.issn |
1572-9230 (Online) |
en |
dc.identifier.uri |
http://hdl.handle.net/10139/245 |
en |
dc.identifier.uri |
http://hdl.handle.net/10139/245 |
en |
dc.description.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. |
en |
dc.description.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. |
en |
dc.format.extent |
250195 bytes |
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dc.format.extent |
250195 bytes |
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dc.format.mimetype |
application/pdf |
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dc.format.mimetype |
application/pdf |
en |
dc.language.iso |
en_US |
en |
dc.language.iso |
en_US |
en |
dc.publisher |
Springer Netherlands |
en |
dc.publisher |
Springer Netherlands |
en |
dc.subject |
contraction principle |
en |
dc.subject |
contraction principle |
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dc.title |
An extension of the contraction principle |
en |
dc.title |
An extension of the contraction principle |
en |
dc.type |
Postprint |
en |
dc.type |
Postprint |
en |
dc.contributor.csuciauthor |
Garcia, Jorge |
en |
dc.contributor.csuciauthor |
Garcia, Jorge |
en |