Sanov-type large deviations and conditional limit theorems for high-dimensional Orlicz balls

DOI10.1016/j.jmaa.2024.128169arXiv2111.04691OpenAlexW3213811780WikidataQ129122995 ScholiaQ129122995MaRDI QIDQ6130370

Joscha Prochno, Lorenz Frühwirth

Publication date: 2 April 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.04691

zbMATH Keywords

Orlicz spacelarge deviation principleSanov's theorementropy maximizationGibbs conditioning principlePoincaré-Maxwell-Borel lemma

Mathematics Subject Classification ID

Large deviations (60F10) Probabilistic methods in Banach space theory (46B09) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

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