A non-exponential extension of Sanov’s theorem via convex duality (Q3298814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-exponential extension of Sanov’s theorem via convex duality |
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A non-exponential extension of Sanov’s theorem via convex duality (English)
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16 July 2020
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Sanov's theorem
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large deviations
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convex duality
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risk measures
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weak convergence
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empirical measures
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heavy tails
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stochastic optimization
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