When is the rate function of a random vector strictly convex?
نویسندگان
چکیده
We give a necessary and sufficient condition for strict convexity of the rate function random vector in Rd. This is always satisfied when has finite Laplace transform. also completely describe effective domain under weaker condition.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2021
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/21-ecp409