List questions from large-deviation-theory

51

Views

How fast $P\big( \text{Poisson}(\lambda_n) \leq u_n \big)$ converges to $0$ when $u_n \ll \lambda_n$?

Published on 15 Sep 2016 - 11:42

213

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Large deviation for finite Markov chains

Published on 11 Nov 2016 - 0:21

529

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A question about Cramer's theorem

Published on 13 Nov 2016 - 18:36

318

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log-moment generating function of a Markov Chain

Published on 19 Nov 2016 - 18:02

40

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Large deviations principle for $X^{\lfloor \alpha N \rfloor}/N$

Published on 19 Nov 2016 - 18:35

267

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Use of Sanov's Theorem, Optimisation Problem

Published on 25 Nov 2016 - 13:39

229

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large deviation problem with rate function

Published on 17 Dec 2016 - 0:05

150

Views

Let $X$ be standard normal and $a>b>0$, prove that $\lim\limits_{\epsilon\to 0}\epsilon^2\log P(|\epsilon X -a|<b)=-\frac{(a-b)^2}{2}$

Published on 04 Jan 2017 - 19:00

119

Views

Equivalence in the formulation of the "Large Deviation Principle"

Published on 16 Jan 2017 - 18:57

624

Views

Proof of Cramer's Large Deviation Theorem

Published on 21 Feb 2017 - 22:40

321

Views

Having trouble in an exercice on Large Deviations.

Published on 16 Mar 2017 - 10:51

170

Views

Large Deviations result for asymptotically independent variables

Published on 16 Mar 2017 - 18:05

98

Views

Computing large deviations probabilities for sums of gaussians

Published on 21 Mar 2017 - 16:04

93

Views

Limiting distribution for proportion of MVN components exceeding fixed threshold

Published on 07 Feb 2023 - 22:46

41

Views

Distribution of limit of empirical measures with noise

Published on 07 Mar 2023 - 14:34

List Question

How fast $P\big( \text{Poisson}(\lambda_n) \leq u_n \big)$ converges to $0$ when $u_n \ll \lambda_n$?

Large deviation for finite Markov chains

A question about Cramer's theorem

log-moment generating function of a Markov Chain

Large deviations principle for $X^{\lfloor \alpha N \rfloor}/N$

Use of Sanov's Theorem, Optimisation Problem

large deviation problem with rate function

Let $X$ be standard normal and $a>b>0$, prove that $\lim\limits_{\epsilon\to 0}\epsilon^2\log P(|\epsilon X -a|<b)=-\frac{(a-b)^2}{2}$

Equivalence in the formulation of the "Large Deviation Principle"

Proof of Cramer's Large Deviation Theorem

Having trouble in an exercice on Large Deviations.

Large Deviations result for asymptotically independent variables

Computing large deviations probabilities for sums of gaussians

Limiting distribution for proportion of MVN components exceeding fixed threshold

Distribution of limit of empirical measures with noise

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