Nonlinear large deviations: Beyond the hypercube
Nonlinear large deviations: Beyond the hypercube
By extending (Adv. Math. 299 (2016) 396–450), we present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces. Previous research on nonlinear large deviations has only focused on random variables supported on $\{-1,+1\}^{n}$, and accordingly we build theory for …