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Moments of RW bounded by standard normal moments

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#probability-theory #random-walk #central-limit-theorem #large-deviation-theory
19
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Why does the regressor '1/t' in y(t) = B1 + B2(1/t) + u tend to zero?

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#statistics #standard-deviation #law-of-large-numbers #large-deviation-theory
230
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Large deviation bound for squared norm of the sum of two random variables

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#probability #statistics #normal-distribution #concentration-of-measure #large-deviation-theory
239
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Large deviations for sums of random variables that are relatively close

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#probability-theory #stochastic-processes #large-deviation-theory
58
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Discritization Error Diffusion Process

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#probability-theory #stochastic-processes #stochastic-calculus #stochastic-analysis #large-deviation-theory
59
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$\epsilon$ vs. $n$ in Szemeredi's regularity lemma

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#graph-theory #large-deviation-theory
46
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Number of sequences from one state to another with fixed transition counts / empirical matrix

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#combinatorics #markov-chains #large-deviation-theory
513
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Edge density in subgraphs of an Erdos-Renyi graph $G(n,p)$

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#probability #graph-theory #random-graphs #large-deviation-theory
28
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Probability that most likely outcome will appear more often in finite sequence

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#probability #random-walk #law-of-large-numbers #large-deviation-theory
387
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Hoeffding for bounded random variables, extension of Rademacher case

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#statistics #asymptotics #large-deviation-theory
513
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Convexity of the log-Laplace transform

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#convex-analysis #laplace-transform #large-deviation-theory
236
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How to estimate this probability of sum of $(-1,+1)$ valued random variables?

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#probability #probability-theory #large-deviation-theory
1.1k
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Properties of Legendre/Cramer's transformation of the moment generating function

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#probability-theory #moment-generating-functions #large-deviation-theory
434
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Chernoff Bound for sum of sub-gaussian variables via truncation method

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#probability #probability-theory #concentration-of-measure #large-deviation-theory
157
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Is the rate function in Cramér's theorem (large deviations) continuous?

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#real-analysis #probability-theory #large-deviation-theory

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