List questions from large-deviation-theory

Published on 27 Nov 2017 - 22:44

195

Views

Connection between large deviation principle and weak convergence/

Published on 18 Dec 2017 - 21:40

74

Views

Large Deviation Bounds for Number of Forests (or Tutte polynomial) in G(n,p)

Published on 15 Apr 2011 - 20:27

911

Views

Understanding large deviation theory/principle

Published on 19 Oct 2012 - 14:11

202

Views

Simple question on large deviations result

Published on 29 Oct 2012 - 15:26

156

Views

Proving that the Large Deviations Function for the Chernoff Upper Bound is Continuous

Published on 27 Nov 2012 - 22:28

487

Views

Large Deviations Result for non iid variables/ Conditional Large Deviations?

Published on 09 Jan 2013 - 19:07

177

Views

Proving a Large Deviation type Upper Bound

Published on 19 Feb 2013 - 5:21

45

Views

Cramer's theorem requires MGF finite on $[0,\delta)$ for some $\delta>0$

Published on 26 Aug 2020 - 1:09

136

Views

Freidlin-Wentzell theory: clarification of a theorem

Published on 13 Oct 2020 - 17:02

80

Views

Asymptotic behavior of $\int_{- \pi}^{\pi} \frac{\mathrm{d}\hat{m}}{2\pi} [e^{i \hat{m} m} \cos (\hat{m})]^N$

Published on 22 Oct 2020 - 10:16

36

Views

Why is $E(\lvert X\rvert^p e^{\theta X})<\infty$ for $p\ge0$ if $\varphi_X(\theta) < \infty$?

Published on 26 Nov 2020 - 12:52

307

Views

Large deviations Exercise (Durret 2.7.6)

Published on 14 Dec 2020 - 4:50

156

Views

Sample average L1 converge to mean speed

Published on 07 Jan 2021 - 23:39

81

Views

Decay rate of $P(\left\lvert S_n/n - \mu \right\rvert > \epsilon)$ when higher moments exist.

Published on 09 Jan 2021 - 21:58

List Question

Understanding Legendre-fenchel Transform, looking for an easy example and intuition

Connection between large deviation principle and weak convergence/

Large Deviation Bounds for Number of Forests (or Tutte polynomial) in G(n,p)

Understanding large deviation theory/principle

Simple question on large deviations result

Proving that the Large Deviations Function for the Chernoff Upper Bound is Continuous

Large Deviations Result for non iid variables/ Conditional Large Deviations?

Proving a Large Deviation type Upper Bound

Cramer's theorem requires MGF finite on $[0,\delta)$ for some $\delta>0$

Freidlin-Wentzell theory: clarification of a theorem

Asymptotic behavior of $\int_{- \pi}^{\pi} \frac{\mathrm{d}\hat{m}}{2\pi} [e^{i \hat{m} m} \cos (\hat{m})]^N$

Why is $E(\lvert X\rvert^p e^{\theta X})<\infty$ for $p\ge0$ if $\varphi_X(\theta) < \infty$?

Large deviations Exercise (Durret 2.7.6)

Sample average L1 converge to mean speed

Decay rate of $P(\left\lvert S_n/n - \mu \right\rvert > \epsilon)$ when higher moments exist.

Trending Questions

Popular # Hahtags

Popular Questions