(Quasi)additivity properties of the Legendre--Fenchel transform and its inverse, with applications in probability (Q4604052)
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scientific article; zbMATH DE number 6843154
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English | (Quasi)additivity properties of the Legendre--Fenchel transform and its inverse, with applications in probability |
scientific article; zbMATH DE number 6843154 |
Statements
23 February 2018
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Hölder convolution
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Legendre-Fenchel transform
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probability inequalities
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exponential inequalities
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sums of random variables
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exponential rate function
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Cramer-Chernoff function
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quantiles
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math.CA
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math.OC
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math.PR
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