Logarithmic probabilities of open sets for a continuous rate function

ID: logarithmic-probabilities-of-open-sets-for-a-continuous-rate-function

If a large deviation principle has a finite continuous rate function, then the infima on any open set and its closure agree. Approximate every closure point by points of the set and use continuity. The open-set lower and closed-set upper bounds consequently match, giving the displayed logarithmic limit, including the empty-set convention. A single-point event need not obey such an equality.

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