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math.PR2020
When is the rate function of a random vector strictly convex?
Vladislav Vysotsky
We give a necessary and sufficient condition for strict convexity of the rate function of a random vector in . This condition is always satisfied when the random vector has fi…
math.PR2020
On the completion of Skorokhod space
Mikhail Lifshits, Vladislav Vysotsky
We consider the classical Skorokhod space and the space of continuous functions equipped with the standard Skorokhod distance . It is well known that neither $…