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.
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