Improvements of Plachky-Steinebach theorem
Abstract
We show that the conclusion of Plachky-Steinebach theorem holds true for intervals of the form , where is the right derivative (but not necessarily a derivative) of the generalized log-moment generating function at some and , under the only two following conditions: is a limit point of the set , is a limit for a suitable sequence . By replacing by , the above result extends verbatim to the case (replacing by the right continuity of at zero when ). No hypothesis is made on (e.g. may be the constant when ); may be a non-differentiability point of and moreover a limit point of non-differentiability points of ; may be a left and right discontinuity point of . The map may fail to be strictly convex for all . If we drop the assumption , then the same conclusion holds with upper limits in place of limits. The foregoing is valid for general nets of Borel probability measures and powers and replacing the intervals by or , where is any net such that converges to and .
Keywords
Cite
@article{arxiv.1706.06732,
title = {Improvements of Plachky-Steinebach theorem},
author = {Henri Comman},
journal= {arXiv preprint arXiv:1706.06732},
year = {2020}
}
Comments
16 pages; minor changes; final version, to appear in Theory of Probability and its Applications