 Solution

Use the large-deviation speed $a_N=N^{1+\epsilon }$ from part (a). For every $\eta >0$, the Chernoff bound for a normal distribution gives, for all sufficiently large $N$,Consequentlybecause the exponent has order $N^{1+2\epsilon }$, exceeding $a_N$ by a factor $N^{\epsilon }$. Thus $(A+B_N)/a_N$ and $A/a_N$ satisfy exponential equivalence. This conclusion does not require independence between $A$ and $B_N$, since their difference is exactly $B_N/a_N$.

The exponential equivalence theorem transfers the large deviation principle and its good rate function, givingLarge positive excursions are cheapest through the single exponential random variable; a negative excursion would require the Gaussian random variable sum to move on its faster scale. If $\sigma =0$, the deterministic shift $N\mu /a_N\to 0$ gives the same conclusion directly.