Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2002/iii/paper-77/2/b/solution

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 with
For 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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