## The Annals of Probability

### Convexity and Large Deviations

Peter Ney

#### Abstract

A convexity argument is used to establish a representation formula from which one can derive the asymptotics of large deviations of sums of i.i.d. random variables on $\mathbb{R}^d$. This simplifies a proof in [4] which relied on fixed point and probabilistic arguments.

#### Article information

Source
Ann. Probab., Volume 12, Number 3 (1984), 903-906.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176993239

Digital Object Identifier
doi:10.1214/aop/1176993239

Mathematical Reviews number (MathSciNet)
MR744245

Zentralblatt MATH identifier
0543.60035

JSTOR