Abstract:
For a pair of convex lower semicontinuous functions
connected by the Legendre transform,
we establish that their derivatives are mutually inverse functions
(in the generalized sense).
Key words:
deviation rate function, logarithm of the Laplace transform,
Legendre transform, generalized inverse function.
\Bibitem{Mog17}
\by A.~A.~Mogul'ski{\v\i}
\paper On a property of the Legendre transform
\jour Mat. Tr.
\yr 2017
\vol 20
\issue 1
\pages 145--157
\mathnet{http://mi.mathnet.ru/mt319}
\crossref{https://doi.org/10.17377/mattrudy.2017.20.109}
\elib{https://elibrary.ru/item.asp?id=29145407}
\transl
\jour Siberian Adv. Math.
\yr 2018
\vol 28
\issue 1
\pages 65--73
\crossref{https://doi.org/10.3103/S1055134418010066}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85043499222}
Linking options:
https://www.mathnet.ru/eng/mt319
https://www.mathnet.ru/eng/mt/v20/i1/p145
This publication is cited in the following 1 articles:
A. A. Borovkov, A. A. Mogul'skii, E. I. Prokopenko, “Properties of the deviation rate function and the asymptotics for the Laplace thansform of the distribution of a compound renewal process”, Theory Probab. Appl., 64:4 (2020), 499–512