(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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(Quasi)additivity properties of the Legendre--Fenchel transform and its inverse, with applications in probability
scientific article; zbMATH DE number 6843154

    Statements

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    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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