Exponential convergence for sequences of random variables

DOI10.1016/S0167-7152(96)00177-0zbMath0894.60028MaRDI QIDQ1380642

Jiaming Sun

Publication date: 8 March 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

compactnesslarge deviationsexponential convergenceconvex conjugate

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• Large deviations for a general class of random vectors
• Multilinear forms and measures of dependence between random variables
• Exponential Convergence Rates for the Law of Large Numbers
• State Constraints in Convex Control Problems of Bolza
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