General Theory

Abstract

Throughout this chapter is a sequence of random variables defined on a probability space and taking values in a complete separable metric space As is usual, we will refer to such a space as a Polish space. The metric of is denoted by d(x, y), and expectation with respect to P by E. The theory of large deviations focuses on random variables for which the probabilities converge to 0 exponentially fast for a class of Borel sets A.