Cram\'er transform and t-entropy
Probability
2014-06-10 v2 Functional Analysis
Abstract
t-entropy is the convex conjugate of the logarithm of the spectral radius of a weighted composition operator (WCO). Let be a nonnegative random variable. We show how the Cram\'er transform with respect to the spectral radius of WCO is expressed by the t-entropy and the Cram\'er transform of the given random variable X.
Cite
@article{arxiv.1211.3285,
title = {Cram\'er transform and t-entropy},
author = {Urszula Ostaszewska and Krzysztof Zajkowski},
journal= {arXiv preprint arXiv:1211.3285},
year = {2014}
}
Comments
12 pages; Positivity(2013)