{
  "id": "1411.7256",
  "version": "v1",
  "published": "2014-11-26T14:53:26.000Z",
  "updated": "2014-11-26T14:53:26.000Z",
  "title": "Two examples of non strictly convex large deviations",
  "authors": [
    "Stefano De Marco",
    "Antoine Jacquier",
    "Patrick Roome"
  ],
  "comment": "11 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We present here two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by an example from mathematical finance, and adds a new item to the zoology of non strictly convex large deviations. For one of these examples, we also show that the rate function of the Cramer-type of large deviations coincides with that of the Freidlin-Wentzell when contraction principles are applied.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-11-26T14:53:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10"
    ],
    "keywords": [
      "non strictly convex large deviations",
      "rate function",
      "large deviations principle",
      "large deviations coincides",
      "contraction principles"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1411.7256D"
    }
  }
}