Contraction principle (large deviations theory)

In mathematics — specifically, in large deviations theory — the contraction principle is a theorem that states how a large deviation principle on one space "pushes forward" (via the pushforward of a probability measure) to a large deviation principle on another space via a continuous function. == Statement == Let X and Y be Hausdorff topological spaces and let (με)ε>0 be a family of probability measures on X that satisfies the large deviation principle with rate function I : X → [0, +∞].

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