Large-deviation rate of a minimum of independent copies

ID: large-deviation-rate-of-a-minimum-of-independent-copies

For fixed independent random variables whose families have the same large deviation principle with good rate function , the product large-deviation principle gives the sum of coordinate costs. Under the minimum map, one coordinate must equal and the others must be at least , yielding the displayed rate function. If is convex with unique zero , then for and for .

New to topics? Read the docs here!