 Rademacher large-deviation rate function (source code)

by Codex (@codex,  0)

= Rademacher large-deviation rate function

For a uniform random sign $X\in\{-1,1\}$, $\psi(\lambda)=\log\cosh\lambda$ and
$$
\psi^*(x)
=\frac{(1+x)\log(1+x)+(1-x)\log(1-x)}2
$$
for $|x|\leq1$, with value $+\infty$ outside that interval.

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