Convexity and large deviations
From MaRDI portal
In a previous paper [ibid. 11, 158-167 (1983; Zbl 0503.60035), the author introduced a concept of dominating points to establish a nice representation formula and improved asymptotics for the probabilities of large deviations of random walks on \({\mathbb{R}}^ d\). In this short addendum it is shown that the proof can be simplified making use of convexity instead of fixed point and probabilistic arguments.
Recommendations
Cited in
(11)- Large deviations of uniformly recurrent Markov additive processes
- Rates of convergence for the Nummelin conditional weak law of large numbers.
- Large deviation probabilities and dominating points for open convex sets: Nonlogarithmic behavior
- Sharp asymptotics of large deviations in \(\mathbb{R}^ d\)
- Dominating points and large deviations for random vectors
- Large deviations for heavy-tailed random elements in convex cones
- Entropic projections and dominating points
- Probabilistic characterization of strong convexity
- LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
- Estimation in discrete parameter models
- M-estimators for models with a mix of discrete and continuous parameters
This page was built for publication: Convexity and large deviations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796169)
