A Short Proof of Cramér's Theorem in ℝ
Authors:
- Pierre PetitPPPierre Petit
- 1 December 2011
- journal article
- Published by Taylor & Francis in The American Mathematical Monthly
- Vol. 118 (10) , 925-931
Abstract
We give a short proof of Cramér’s large deviations theorem based on convex duality. This proof does not resort to the law of large numbers or any other...Keywords
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