A variational formula on the Cramér function of series of independent random variables

DOI10.1007/S11117-016-0419-ZzbMath1381.44016arXiv1502.06487OpenAlexW2345599709WikidataQ59609139 ScholiaQ59609139MaRDI QIDQ2358771

Krzysztof Zajkowski

Publication date: 16 June 2017

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.06487

zbMATH Keywords

cumulant generating functionLegendre-Fenchel transformCramér function

Mathematics Subject Classification ID

Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Cites Work

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• Cramér transform of Rademacher series
• Majorizing measures: The generic chaining
• On the waiting time till some patterns occur in i.i.d. sequences
• Convexity and Optimization in Banach Spaces
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Convex conjugates of analytic functions of logarithmically convex functionals
• Convex analysis and monotone operator theory in Hilbert spaces
• Large deviations

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