List questions from large-deviation-theory

Published on 08 Apr 2026 - 17:47

197

Views

Connection between large deviation principle and weak convergence/

Published on 10 Apr 2026 - 12:12

77

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

Published on 14 Apr 2026 - 11:15

914

Views

Understanding large deviation theory/principle

Published on 09 Apr 2026 - 1:25

205

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Simple question on large deviations result

Published on 14 Apr 2026 - 1:04

159

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

Published on 14 Apr 2026 - 0:38

490

Views

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

Published on 16 Apr 2026 - 4:53

180

Views

Proving a Large Deviation type Upper Bound

Published on 16 Apr 2026 - 2:50

48

Views

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

Published on 14 Apr 2026 - 16:25

139

Views

Freidlin-Wentzell theory: clarification of a theorem

Published on 10 Apr 2026 - 3:31

83

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

Published on 16 Apr 2026 - 15:59

39

Views

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

Published on 14 Apr 2026 - 15:04

310

Views

Large deviations Exercise (Durret 2.7.6)

Published on 16 Apr 2026 - 12:26

157

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Sample average L1 converge to mean speed

Published on 26 Mar 2026 - 3:18

84

Views

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

Published on 13 Apr 2026 - 17:48

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.

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