Exponential concentration of a weighted mean
ID: exponential-concentration-of-a-weighted-mean
For finitely many real numbers , let . Divide numerator and denominator of their exponentially weighted mean by . Every term with vanishes as , while each maximizer contributes to the numerator and one to the denominator. Their quotient therefore tends to , even when the maximum is negative or attained more than once. The finiteness of the list is used to pass the limit through each sum.
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