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

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Version 2 2023-06-12, 09:54
Version 1 2023-06-10, 00:08
journal contribution
posted on 2023-06-12, 09:54 authored by Vladislav VysotskiyVladislav Vysotskiy
We give a necessary and sufficient condition for strict convexity of the rate function of a random vector in Rd. This condition is always satisfied when the random vector has finite Laplace transform. We also completely describe the effective domain of the rate function under a weaker condition.

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Publication status

  • Published

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  • Published version

Journal

Electronic Communications in Probability

ISSN

1083-589X

Publisher

Institute of Mathematical Statistics

Issue

a41

Volume

26

Page range

1-11

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2021-06-17

First Open Access (FOA) Date

2021-06-29

First Compliant Deposit (FCD) Date

2021-06-16

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