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Sample path large deviations in finer topologies
Abstract:In this paper we present sufficient conditions for sample path large deviation principles to be extended to finer topologies. We consider extensions of the uniform topology by Orlicz functional and we consider Lipschitz spaces: the former are concerned with cumulative path behavior while the latter are more sensitive to extremes in local variation. We also consider sample paths indexed by the half line, where the usual projective limit topologies are not strong enough for many applications. We introduce and apply a new technique extending large deviation principles to finer topologies. We show how to apply the results to obtain large deviations for weighted statistics, to improve Schilder's theorem as well as to obtain large deviations in queueing theory
Keywords:Large deviations  partial sums  Orlicz-space  Lipschitz space  1991 Mathematics Subject Classifications  Primary: 60F10  60G17  46E30
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