List questions from large-deviation-theory

Published on 25 Mar 2026 - 5:05

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Large deviation 2.6 Durrett's book

Published on 11 Oct 2018 - 21:04

361

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Cramer's theorem and central limit theorem

Published on 28 Oct 2018 - 7:43

60

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Simplify $\int_a^b \mathrm{d}x_1 ...\mathrm{d}x_m \int_c^d \mathrm{d}y_1 ...\mathrm{d}y_n \prod_{i=1}^m \prod_{j=1}^n f(x_i y_j)$

Published on 29 Nov 2018 - 17:48

106

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Integrate: $\int_0^1 ||\vec x||^{-m}\mathrm{d}\vec{x}$

Published on 29 Nov 2018 - 20:27

118

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Integrate: $\int_{-\infty}^\infty \exp(-||\vec x||^2) ||\vec x||^{-m}\mathrm{d}\vec{x}$

Published on 06 Dec 2018 - 19:20

114

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Sum of variables of a martingale

Published on 23 Mar 2026 - 6:42

182

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Large Deviations rate function and Cramérs Theorem

Published on 22 Jan 2019 - 20:24

72

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Determining if a Large Deviation Principle exists for a sequence of probability measures.

Published on 08 Mar 2019 - 1:25

179

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Reference book on large deviations for mean field theory

Published on 15 Mar 2019 - 16:15

189

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Is $\inf$ of a differentiable function still differentiable?

Published on 20 Mar 2019 - 14:50

64

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Asymptotics of binary call option in Black–Scholes model in the large deviations sense

Published on 27 Mar 2019 - 15:32

53

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Asymptotically tight bounds $P \left[1-\frac{1}{n} \le \frac{\sum_{i=1}^n Z_i^2 }{n} \le 1+\frac{1}{n} \right]$

Published on 17 Apr 2019 - 20:21

260

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Distance from origin of biased random walk conditioned to be positive at time n

Published on 09 May 2019 - 19:21

622

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Large Deviation, Optimal Transport and Machine Learning Reference

Published on 23 Feb 2026 - 6:34

List Question

Laplace Method - Estimation of an integral

Large deviation 2.6 Durrett's book

Cramer's theorem and central limit theorem

Simplify $\int_a^b \mathrm{d}x_1 ...\mathrm{d}x_m \int_c^d \mathrm{d}y_1 ...\mathrm{d}y_n \prod_{i=1}^m \prod_{j=1}^n f(x_i y_j)$

Integrate: $\int_0^1 ||\vec x||^{-m}\mathrm{d}\vec{x}$

Integrate: $\int_{-\infty}^\infty \exp(-||\vec x||^2) ||\vec x||^{-m}\mathrm{d}\vec{x}$

Sum of variables of a martingale

Large Deviations rate function and Cramérs Theorem

Determining if a Large Deviation Principle exists for a sequence of probability measures.

Reference book on large deviations for mean field theory

Is $\inf$ of a differentiable function still differentiable?

Asymptotics of binary call option in Black–Scholes model in the large deviations sense

Asymptotically tight bounds $P \left[1-\frac{1}{n} \le \frac{\sum_{i=1}^n Z_i^2 }{n} \le 1+\frac{1}{n} \right]$

Distance from origin of biased random walk conditioned to be positive at time n

Large Deviation, Optimal Transport and Machine Learning Reference

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