By C. G. J. Jacobi, C. W. Borchardt (editor)

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**Extra resources for C. G. J. Jacobi's Gesammelte Werke. Erster Band **

**Example text**

PROOF:The proof that, for every R E (O,m), (0 : a(0) I R } cc 0 is a standard application of the ASCOLI-ARZELA criterion combined with a diagonalization argument. The details are left to the reader. 26) holds for some Q > 0, we first observe that W 2 has the invariance property required in FERNIQUE’S Theorem. ) Thus, the existence of a will follow once we show that W({e : @(e) < co}) = 1. 2 combined with FERNIQUE’S Theorem, for some A d < 00. At the same time, again as a consequence of FERNIQUE’S Theorem and elementary properties of W , we see that for some B d < co.

33 Exercise. ) 6 M(l+lx12)IRaand lb(x)I 5 M(1+)2)2)1'2, x E W d for some M E (0, m) and that, for each T E (0, m), for some M , E ( 0 , ~ ) Show . 12) and that both - and are --oo for every T > 0. 36) -$fI&$ - < l i m e l o g ( P . f ( r ) ) 5 E ~ l o g ( P . ~ ( r )5) -igfI&;$ O E' OE' r whenever z, x. Also, observe that it is still true that { X : Ig;",X) 5 L1 cc RT for every L 2 0. 1 The Large Deviation Principle Having seen several examples for which it is possible to carry out a successful analysis of the large deviations, we will now attempt to formulate into general principles some of the ideas and techniques which proved useful in those examples.

23), we will make use of the following beautiful and powerful estimate due to X. FERNIQUE [45]. 24 Theorem. 25 Lemma. 26) > 0; and there exists an a > 0 exp[cr@(8)2]w(&) < 00. 23) holds. PROOF:The proof that, for every R E (O,m), (0 : a(0) I R } cc 0 is a standard application of the ASCOLI-ARZELA criterion combined with a diagonalization argument. The details are left to the reader. 26) holds for some Q > 0, we first observe that W 2 has the invariance property required in FERNIQUE’S Theorem. ) Thus, the existence of a will follow once we show that W({e : @(e) < co}) = 1.