Abstract
A convexity argument is used to establish a representation formula from which one can derive the asymptotics of large deviations of sums of i.i.d. random variables on $\mathbb{R}^d$. This simplifies a proof in [4] which relied on fixed point and probabilistic arguments.
Citation
Peter Ney. "Convexity and Large Deviations." Ann. Probab. 12 (3) 903 - 906, August, 1984. https://doi.org/10.1214/aop/1176993239
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