Cramér transform of Rademacher series

DOI10.1007/S11117-014-0313-5zbMATH Open1328.60080arXiv1408.2754OpenAlexW2063729649WikidataQ59408364 ScholiaQ59408364MaRDI QIDQ496790FDOQ496790

Authors: Krzysztof Zajkowski 

Publication date: 22 September 2015

Published in: Positivity (Search for Journal in Brave)

Abstract: A variational formula for the Cram'er transform of series of weighted, independent symmetric Bernoulli random variables (Rademacher series) is given.

Full work available at URL: https://arxiv.org/abs/1408.2754

zbMATH Keywords

large deviationsLegendre-Fenchel transformRademacher seriesCramér transform

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Convexity and optimization in Banach spaces.
• A function space large deviation principle for certain stochastic integrals
• Convex conjugates of analytic functions of logarithmically convex functionals
• Cramér transform and \(t\)-entropy

Cited In (1)

• A variational formula on the Cramér function of series of independent random variables

This page was built for publication: Cramér transform of Rademacher series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q496790)