IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Special Section on Information Theory and Its Applications
Large Deviation Theorems Revisited: Information-Spectrum Approach
Te-Sun HAN
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2008 年 E91.A 巻 10 号 p. 2704-2719

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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.
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© 2008 The Institute of Electronics, Information and Communication Engineers
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