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arxiv: 1408.2754 · v2 · pith:IAZIAPL4new · submitted 2014-08-12 · 🧮 math.PR

Cram\'er transform of Rademacher series

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keywords seriescramrademachertransformbernoulliformulagivenindependent
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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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