Cramér transform and t-entropy

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.

12 pages; Positivity(2013)

References in corpus (1)

• T-entropy and Variational Principle for the spectral radius of transfer and weighted shift operators