Cramér transform of Rademacher series

DOI10.1007/S11117-014-0313-5zbMath1328.60080arXiv1408.2754OpenAlexW2063729649WikidataQ59408364 ScholiaQ59408364MaRDI QIDQ496790

Krzysztof Zajkowski

Publication date: 22 September 2015

Published in: Positivity (Search for Journal in Brave)

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

zbMATH Keywords

large deviationsRademacher seriesLegendre-Fenchel transformCramér transform

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (1)

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

Cites Work

• Cramér transform and \(t\)-entropy
• A function space large deviation principle for certain stochastic integrals
• Convexity and Optimization in Banach Spaces
• Convex conjugates of analytic functions of logarithmically convex functionals
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