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arXiv · 1211.3285

Cramér transform and t-entropy

Urszula Ostaszewska·Krzysztof Zajkowski
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Abstract

t-entropy is the convex conjugate of the logarithm of the spectral radius of a weighted composition operator (WCO). Let $X$ be a nonnegative random variable. We show how the Cramér transform with respect to the spectral radius of WCO is expressed by the t-entropy and the Cramér transform of the given random variable X.

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Urszula Ostaszewska, Krzysztof Zajkowski. 2013-06-14. Cramér transform and t-entropy. https://doi.org/10.1007/s11117-013-0247-3

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