Cramér’s Theorem is Atypical

Conference paper
Part of the Association for Women in Mathematics Series book series (AWMS, volume 6)


The empirical mean of n independent and identically distributed (i.i.d.) random variables \((X_1,\dots ,X_n)\) can be viewed as a suitably normalized scalar projection of the n-dimensional random vector \(X^{(n)}\displaystyle \mathop {=}^{\cdot }\,(X_1,\dots ,X_n)\) in the direction of the unit vector \(n^{-1/2}(1,1,\dots ,1) \in \mathbb {S}^{n-1}\). The large deviation principle (LDP) for such projections as \(n\rightarrow \infty \) is given by the classical Cramér’s theorem. We prove an LDP for the sequence of normalized scalar projections of \(X^{(n)}\) in the direction of a generic unit vector \(\theta ^{(n)}\in \mathbb {S}^{n-1}\), as \(n\rightarrow \infty \). This LDP holds under fairly general conditions on the distribution of \(X_1\), and for “almost every” sequence of directions \((\theta ^{(n)})_{n\in \mathbb {N}}\). The associated rate function is “universal” in the sense that it does not depend on the particular sequence of directions. Moreover, under mild additional conditions on the law of \(X_1\), we show that the universal rate function differs from the Cramér rate function, thus showing that the sequence of directions \(n^{-1/2}(1,1,\dots ,1) \in \mathbb {S}^{n-1},\)\(n \in \mathbb {N}\), corresponding to Cramér’s theorem is atypical.


Large deviations Projections High-dimensional product measures Cramér’s theorem Rate function 

Mathematics Subject Classification

60F10 (primary) 60D05 (secondary) 

Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  • Nina Gantert
    • 1
  • Steven Soojin Kim
    • 2
  • Kavita Ramanan
    • 3
  1. 1.Faculty for MathematicsTechnical University of MunichGarchingGermany
  2. 2.Division of Applied MathematicsBrown UniversityProvidenceUSA
  3. 3.Division of Applied MathematicsBrown UniversityProvidenceUSA

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