随机向量的速率函数何时严格凸？
概率论
2021-06-17 v2 经典分析与常微分方程
摘要
我们给出了 中随机向量的速率函数严格凸的充要条件。当随机向量具有有限 Laplace 变换时，该条件总被满足。在较弱条件下，我们还完整描述了速率函数的有效域。
引用
@article{arxiv.2009.06809,
title = {When is the rate function of a random vector strictly convex?},
author = {Vladislav Vysotsky},
journal= {arXiv preprint arXiv:2009.06809},
year = {2021}
}
备注
This is version to be published. Some minor changes were made and a few references were added. The main result from the previous version was split into two parts, Theorems 1 and 2 in this version