• Home
  • Textbooks
  • Probability Theory: A Comprehensive Course
  • Large Deviations

Probability Theory: A Comprehensive Course

Achim Klenke

Chapter 23

Large Deviations - all with Video Answers

Educators


Section 1

Cramér's Theorem

09:08

Problem 1

Let $X$ be a real random variable with density
$$
f(x)=c^{-1} \frac{e^{-|x|}}{1+|x|^{3}}
$$
where $c=\int_{-\infty}^{\infty} \frac{e^{-|x|}}{1+|x|^{3}} d x$. Check if the logarithmic moment generating function $\Lambda$ is continuous and sketch the graph of $\Lambda$.

Jacob Fry
Jacob Fry
Numerade Educator