Sharp estimates for the Cram\'{e}r transform of log-concave measures and geometric applications

التفاصيل البيبلوغرافية
العنوان: Sharp estimates for the Cram\'{e}r transform of log-concave measures and geometric applications
المؤلفون: Brazitikos, Silouanos, Chasapis, Giorgos
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability, Mathematics - Functional Analysis, Mathematics - Metric Geometry, 60D05, 60E15, 52A22, 52A23
الوصف: We establish a new comparison between the Legendre transform of the cumulant generating function and the half-space depth of an arbitrary log-concave probability distribution on the real line, that carries on to the multidimensional setting. Combined with sharp estimates for the Cram\'{e}r transform of rotationally invariant measures, we are led to some new phase-transition type results for the asymptotics of the expected measure of random polytopes. As a byproduct of our analysis, we address a question on the sharp exponential separability constant for log-concave distributions, in the symmetric case.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2405.07253
رقم الأكسشن: edsarx.2405.07253
قاعدة البيانات: arXiv