Large deviations of a scaled geometric random variable

ID: large-deviations-of-a-scaled-geometric-random-variable

For a geometric random variable with , , the family has large-deviation speed and good rate function for , infinite otherwise, where . The exact tail gives the upper bound. A lattice point tending to any positive supplies the open-neighborhood lower bound; neighborhoods of zero have probability tending to one. Finite sublevel sets are compact intervals.

New to topics? Read the docs here!