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Large Deviation Principle for the Empirical Path Law. Brownian Particles.

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#probability #brownian-motion #large-deviation-theory #empirical-processes
47
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Sum of Independent, Mean Zero, Finite Variance Random Variables

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#probability #random-variables #asymptotics #law-of-large-numbers #large-deviation-theory
254
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Applying the Berry-Esseen theorem to non-identically distributed summands

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#probability-theory #asymptotics #upper-lower-bounds #central-limit-theorem #large-deviation-theory
117
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Minimizing the $L^2$ norm of the derivative (Schilder's theorem)

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#functional-analysis #optimization #brownian-motion #calculus-of-variations #large-deviation-theory
129
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Entropy vs Relative Entropy.

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#probability-theory #information-theory #entropy #large-deviation-theory
69
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Question about large deviation bounds

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#probability #statistics #large-deviation-theory
219
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Original reference by Esseen for Berry-Esseen theorem

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#statistics #central-limit-theorem #large-deviation-theory
355
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Continuity and differentiability of the cumulant-generating function

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#real-analysis #probability-theory #moment-generating-functions #large-deviation-theory #cumulants
158
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Proof of Sanov's theorem

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#probability-theory #measure-theory #large-deviation-theory
207
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Cramér's theorem - Legendre transformation

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#probability #probability-theory #stochastic-processes #large-deviation-theory
185
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Large Deviation bound for sum of i.i.d Variables with positive expectation

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#probability-theory #inequality #large-deviation-theory
241
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$P(X_{(n-k_n)}>X_1\mid X_1>u_n)=0$?

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#probability #conditional-probability #order-statistics #large-deviation-theory #empirical-processes
64
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Problem about the Definition of Large Deviation Principle

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#probability #probability-theory #large-deviation-theory
245
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Large deviation Bernoulli distribution

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#probability #probability-theory #probability-distributions #large-deviation-theory
163
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Tighter large deviation/reverse Chernoff bound

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#probability-theory #concentration-of-measure #large-deviation-theory

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