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When is the rate function of a random vector strictly convex?
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 VysotskiyWe 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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Electronic Communications in ProbabilityISSN
1083-589XPublisher
Institute of Mathematical StatisticsExternal DOI
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a41Volume
26Page range
1-11Department affiliated with
- Mathematics Publications
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2021-06-17First Open Access (FOA) Date
2021-06-29First Compliant Deposit (FCD) Date
2021-06-16Usage metrics
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