A generalization of Strassen's Positivstellensatz and its application to large deviation theory
Fritz, Tobias
arXiv, 1810.08667 / Harvested from arXiv
Strassen's Positivstellensatz is a powerful but little known theorem on preordered commutative semirings satisfying a boundedness condition similar to Archimedeanicity. It characterizes the relaxed preorder induced by all monotone homomorphisms to $\mathbb{R}_+$ in terms of a condition involving large powers. Here, we generalize and strengthen Strassen's result. As a generalization, we replace the boundedness condition by a polynomial growth condition; as a strengthening, we prove two further equivalent characterizations of the homomorphism-induced preorder in our generalized setting. We then present two applications to large deviation theory, giving results on the asymptotic comparison of one random walk relative to another. This gives a probabilistic interpretation for one moment-generating function to dominate another, in the context of bounded random variables.
Publié le : 2018-10-19
Classification:  Mathematics - Algebraic Geometry,  Mathematics - Probability,  06F25, 16Y60, 60F10 (Primary), 12J15, 14P10 (Secondary)
@article{1810.08667,
     author = {Fritz, Tobias},
     title = {A generalization of Strassen's Positivstellensatz and its application to
  large deviation theory},
     journal = {arXiv},
     volume = {2018},
     number = {0},
     year = {2018},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1810.08667}
}
Fritz, Tobias. A generalization of Strassen's Positivstellensatz and its application to
  large deviation theory. arXiv, Tome 2018 (2018) no. 0, . http://gdmltest.u-ga.fr/item/1810.08667/