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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-77/2/b/solution
Past exam of the mathematics course of the University of Cambridge 2002 iii Paper 77 2 b Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
The contraction principle for large deviations states that if random elements in a space satisfy a large deviation principle with speed and good rate function , and is continuous, then satisfies a large deviation principle at the same speed withFor example, take to be Polish spaces. The rate function is good: its finite sublevel sets are the continuous images of compact sublevel sets. Compactness and lower semicontinuity ensure that a finite fibre infimum relevant to such a sublevel set is attained. The probability bounds follow by taking preimages of open and closed sets.
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