Improvements of Plachky--Steinebach Theorem

DOI10.1137/S0040585X97T988940zbMath1401.60044arXiv1706.06732OpenAlexW3102529729WikidataQ129051047 ScholiaQ129051047MaRDI QIDQ4961767

Henri Comman

Publication date: 25 October 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06732

zbMATH Keywords

differentiabilityconvexitylarge deviationlog-moment generating function

Mathematics Subject Classification ID

Large deviations (60F10) Convergence of probability measures (60B10)

Related Items (1)

Ergodic theorems for queuing systems with dependent inter-arrival times

Cites Work

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• A Note on the Large Deviations for Piecewise Expanding Multidimensional Maps
• Convex Analysis
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

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