Convexity and large deviations (Q796169)

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scientific article; zbMATH DE number 3864200
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Convexity and large deviations
scientific article; zbMATH DE number 3864200

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    Convexity and large deviations (English)
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    1984
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    In a previous paper [ibid. 11, 158-167 (1983; Zbl 0503.60035), the author introduced a concept of ''dominating'' points to establish a nice representation formula and improved asymptotics for the probabilities of large deviations of random walks on \({\mathbb{R}}^ d\). In this short addendum it is shown that the proof can be simplified making use of convexity instead of fixed point and probabilistic arguments.
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    convexity
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