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Fenchel-Legendre Transform Intuition in Large Deviations

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#probability-theory #convex-analysis #convex-optimization #large-deviation-theory
135
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Large Deviation Principle for multivariat Gaussian

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#multivariable-calculus #normal-distribution #large-deviation-theory
48
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Approximating $\mathbb{P}(X_t \geq c)$ with the process' limit

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#probability #stochastic-processes #approximation #large-deviation-theory
56
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projection of a random vector and angle?

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#probability #concentration-of-measure #large-deviation-theory
42
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Cramer's Rule when excluding the largest j samples

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#probability-theory #large-deviation-theory
166
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Cumulant generating function and largest eigenvalue of operator

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#stochastic-calculus #eigenfunctions #large-deviation-theory #cumulants
235
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Taking the standard deviation over multiple assignments?

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#statistics #standard-deviation #large-deviation-theory
1.8k
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Large deviation for gaussian distribution

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#probability-theory #large-deviation-theory
105
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How limits should be understood in large deviation theory

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#calculus #probability #large-deviation-theory
98
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Limit of the logarithm of the expansion of an exponential function

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#calculus #large-deviation-theory
118
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Large deviation theory for square of variable?

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#probability #large-deviation-theory
609
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A soft question about Cramer's theorem

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#probability #probability-distributions #large-deviation-theory
276
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tail limit of Laplace transform of a bounded random variable

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#probability-theory #laplace-transform #large-deviation-theory
49
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Proving an equality of supremums related to the rate function

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#integration #probability-theory #supremum-and-infimum #large-deviation-theory
1.2k
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How does one explicitly compute the rate function for a given probability distribution?

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#probability-theory #probability-distributions #large-deviation-theory

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