Slower-speed degeneration of a large deviation principle

ID: slower-speed-degeneration-of-a-large-deviation-principle

Suppose a large deviation principle at speed has a good rate function with unique zero mu. At any slower speed with , its rate is zero at mu and infinity elsewhere. On a closed set excluding mu, the positive original rate gives decay faster than every exponential at speed . Neighborhoods of mu have probability tending to one, giving the slower-speed open-set lower bound. The new rate is good because its finite sublevel set is the singleton mu.

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