Weak large deviation principle

A weak large deviation principle has the usual lower bound on every open set, but requires the upper bound only on compact sets. It does not by itself control probabilities escaping every compact set. Exponential tightness provides that missing control.

Suppose a weak large deviation principle with rate function $I$ holds on a Hausdorff space, at speed $a_n\to \infty$, and the random elements are exponentially tight. For a finite $r$, choose a compact set $K$ whose complement has upper exponential rate strictly below $-M$, with $M>r$. The open-set lower bound on $K^c$ implies ${\inf }_{K^c}I>M$, so $\{I\le r\}\subset K$. Lower semicontinuity makes this sublevel set closed, hence compact. For any closed set $F$, split its probability between the compact $F\cap K$ and $K^c$. The upper exponential rate is at most $\max \{-{\inf }_{F}I,-M\}$. Letting $M\to \infty$ proves the full large deviation principle with a good rate function.