Cram\'er transform of Rademacher series
Krzysztof Zajkowski
TL;DR
This paper presents a variational formula for the Cramér transform of Rademacher series, which are sums of weighted, independent symmetric Bernoulli variables, providing a new analytical tool for understanding their probabilistic behavior.
Contribution
It introduces a novel variational formula specifically for the Cramér transform of Rademacher series, advancing theoretical understanding.
Findings
Derivation of a variational formula for the Cramér transform
Application to Rademacher series with weighted sums
Enhanced analytical framework for probabilistic analysis
Abstract
A variational formula for the Cram\'er transform of series of weighted, independent symmetric Bernoulli random variables (Rademacher series) is given.
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