On a Property of the Legendre Transform

DOI10.3103/S1055134418010066MaRDI QIDQ5374067zbMATH OpenOpenAlexFDO

Authors Anatoli Mogulskii

Publication date 6 April 2018

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1055134418010066

zbMATH Keywords

deviation rate functiongeneralized inverse functionLegendre transformlogarithm of the Laplace transform

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Convex functions and convex programs in convex geometry (52A41)

Cites work

• Asymptotic analysis of random walks. Rapidly decreasing distributions of increments
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• Convex Analysis
• scientific article; zbMATH DE number 3137657 (Why is no real title available?)
• Large deviation principles in boundary problems for compound renewal processes
• The second rate function and the asymptotic problems of renewal and hitting the boundary for multidimensional random walks

Cited in

(4)

• Another isometry for the Legendre-Fenchel transform
• Legendre transforms on a triangular lattice
• scientific article; zbMATH DE number 6099237 (Why is no real title available?)
• The continuous associated legendre transform

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