When is the rate function of a random vector strictly convex?

DOI10.1214/21-ECP409zbMath1493.60042arXiv2009.06809OpenAlexW3177244763MaRDI QIDQ2064819

Vladislav V. Vysotsky

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.06809

zbMATH Keywords

rate functionstrict convexitystrictly convexLegendre-Fenchel transformeffective domainconvex conjugateessentially smoothessentially strictly convexsteep

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Large deviations (60F10) Convexity of real functions of several variables, generalizations (26B25)

Related Items (1)

Large deviations of convex hulls of planar random walks and Brownian motions

Cites Work

• Large deviations techniques and applications.
• Large deviations of the sample mean in general vector spaces
• Information and Exponential Families
• Convex Analysis
• Large deviations for processes with independent increments
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