Polyhedral Approximation of Convex Sets with an Application to Large Deviation Probability Theory
نویسندگان
چکیده
We extend the well known large deviation upper bound for sums of independent, identically distributed random variables in IR d by weakening the requirement that the rate function have compact level sets (the classical Cram er condition). To do so we establish an apparently new theorem on approximation of closed convex sets by polytopes.
منابع مشابه
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تاریخ انتشار 2007