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Exponential convergence for sequences of random variables

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  • Sun, Jiaming

Abstract

Using the compactness in large deviation theory, this note describes a large deviation upper bound by a lower semicontinuous function. It then obtains a characterization for exponential convergence and discusses exponential convergence rates.

Suggested Citation

  • Sun, Jiaming, 1997. "Exponential convergence for sequences of random variables," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 159-164, June.
    • Handle: RePEc:eee:stapro:v:34:y:1997:i:2:p:159-164
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    References listed on IDEAS

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    1. Bradley, Richard C. & Bryc, Wlodzimierz, 1985. "Multilinear forms and measures of dependence between random variables," Journal of Multivariate Analysis, Elsevier, vol. 16(3), pages 335-367, June.
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