Large Deviation Theorems Revisited : Information-Spectrum Approach

概要

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In this paper we show some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large deviation rate function in general, which is expressed as a pair of the lower and upper IS rate functions. In particular, we are interested in establishing the general large deviation rate functions that are derivable as the Fenchel-Legendre transform of the cumulant generating function. The final goal is to show, under some mild condition, a necessary and sufficient condition for the IS rate function to be derivable as the Fenchel-Legendre transform of the cumulant generating function, i. e., to be a rate function of Gärtner-Ellis type.
（社）電子情報通信学会の論文
2008-10-01