论文标题

随机矢量的速率函数何时严格凸出?

When is the rate function of a random vector strictly convex?

论文作者

Vysotsky, Vladislav

论文摘要

我们为严格凸出随机向量函数的严格凸出提供了必要和充分的条件。当随机向量具有有限的拉普拉斯变换时,总是满足此条件。我们还彻底描述了速率函数在较弱的条件下的有效域。

We give a necessary and sufficient condition for strict convexity of the rate function of a random vector in $R^d$. This condition is always satisfied when the random vector has finite Laplace transform. We also completely describe the effective domain of the rate function under a weaker condition.

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