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- W2886646952 abstract "The text summarizes the general results of large deviations for empirical means of independent and identically distributed variables in a separable Banach space, without the hypothesis of exponential tightness. The large deviation upper bound for convex sets is proved in a nonasymptotic form; as a result, the closure of the domain of the entropy coincides with the closed convex hull of the support of the common law of the variables. Also a short original proof of the convex duality between negentropy and pressure is provided: it simply relies on the subadditive lemma and Fatou’s lemma, and does not resort to the law of large numbers or any other limit theorem. Eventually a Varadhan-like version of the convex upper bound is established and embraces both results." @default.
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- W2886646952 date "2018-01-01" @default.
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- W2886646952 title "Cramér’s Theorem in Banach Spaces Revisited" @default.
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- W2886646952 doi "https://doi.org/10.1007/978-3-319-92420-5_12" @default.
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