Cramér transform of Rademacher series

DOI10.1007/S11117-014-0313-5MaRDI QIDQ496790zbMATH OpenOpenAlexWikidataFDO

Authors Krzysztof Zajkowski

Publication date 22 September 2015

Published in Positivity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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)

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

Cites work

• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 1376935 (Why is no real title available?)
• A function space large deviation principle for certain stochastic integrals
• Convex conjugates of analytic functions of logarithmically convex functionals
• Convexity and optimization in Banach spaces.
• Cramér transform and t-entropy

Cited in

(1)

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

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