Convexity and Large Deviations
Ney, Peter
Ann. Probab., Tome 12 (1984) no. 4, p. 903-906 / Harvested from Project Euclid
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A convexity argument is used to establish a representation formula from which one can derive the asymptotics of large deviations of sums of i.i.d. random variables on $\mathbb{R}^d$. This simplifies a proof in [4] which relied on fixed point and probabilistic arguments.
Publié le : 1984-08-14
Classification:  Large deviations,  convexity,  60G10,  60G50 
@article{1176993239,
     author = {Ney, Peter},
     title = {Convexity and Large Deviations},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 903-906},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993239}
}

Ney, Peter. Convexity and Large Deviations. Ann. Probab., Tome 12 (1984) no. 4, pp.  903-906. http://gdmltest.u-ga.fr/item/1176993239/