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

Vysotsky, Vladislav (2021) When is the rate function of a random vector strictly convex? Electronic Communications in Probability, 26 (a41). pp. 1-11. ISSN 1083-589X

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Abstract

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.

Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Related URLs:
SWORD Depositor: Mx Elements Account
Depositing User: Mx Elements Account
Date Deposited: 17 Jun 2021 08:24
Last Modified: 28 Sep 2021 07:11
URI: http://sro.sussex.ac.uk/id/eprint/99841

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