加载中…
Let be a net of Radon sub-probability measures on the real line, and be a net in converging to 0. Assuming that the generalized log-moment generating function exists for all in a nonempty open interval , we give conditions on the left or right derivatives of , implying vague (and thus narrow when $0\in G$) large deviations. The rate function (which can be nonconvex) is obtained as an abstract Legendre-Fenchel transform. This allows us to strengthen the G"{a}rtner-Ellis theorem by removing the usual differentiability assumption. A related question of R. S. Ellis is solved.

生成讲解博客的中文版本

生成AI智能校验的中文版本