Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls
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Publication:6130370
DOI10.1016/j.jmaa.2024.128169arXiv2111.04691OpenAlexW3213811780WikidataQ129122995 ScholiaQ129122995MaRDI QIDQ6130370
Joscha Prochno, Lorenz Frühwirth
Publication date: 2 April 2024
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.04691
Orlicz spacelarge deviation principleSanov's theorementropy maximizationGibbs conditioning principlePoincaré-Maxwell-Borel lemma
Large deviations (60F10) Probabilistic methods in Banach space theory (46B09) Random convex sets and integral geometry (aspects of convex geometry) (52A22)
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