Exponential sample-mean upper-tail rate

ID: exponential-sample-mean-upper-tail-rate

For independent unit-rate exponential random variables, the cumulant-generating function is for . Its Legendre transform of a cumulant-generating function is for and infinite otherwise. The Cramér theorem gives the upper-tail logarithmic rate for , and zero for . At the mean threshold the infima on both the open and closed upper half-lines are zero; below the mean the strong law of large numbers applies.

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