Exponential tightness upgrades a weak large deviation principle

ID: exponential-tightness-upgrades-a-weak-large-deviation-principle

Suppose a weak large deviation principle with rate function holds on a Hausdorff space, at speed , and the random elements are exponentially tight. For a finite , choose a compact set whose complement has upper exponential rate strictly below , with . The open-set lower bound on implies , so . Lower semicontinuity makes this sublevel set closed, hence compact. For any closed set , split its probability between the compact and . The upper exponential rate is at most . Letting proves the full large deviation principle with a good rate function.

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