Large Deviation Theorems Revisited: Information-Spectrum Approach

摘要

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 Gartner-Ellis type.