Question

Large deviation principle for small values of the maximum of the absolute value of a random walk

score 55 · Answer 1 · 2026-04-09 02:54:09

55

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Large deviation principle for small values of the maximum of the absolute value of a random walk

Published on 09 Apr 2026 - 2:54

score 48 · Answer 2 · 2026-04-15 03:59:28

48

Views

Basic probability arguments applied to find a lower bound of the average length of a decipherable code

Published on 15 Apr 2026 - 3:59

score 29 · Answer 3 · 2026-04-10 11:38:31

29

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Large deviation principle continues to hold when rate function is replaced by its lower semicontinuous regularization

Published on 10 Apr 2026 - 11:38

score 255 · Answer 4 · 2026-04-14 22:57:27

255

Views

Cramer Condition

Published on 14 Apr 2026 - 22:57

score 34 · Answer 5 · 2026-04-10 17:21:54

34

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Understanding the proof of the upper bound in Cramér's theorem

Published on 10 Apr 2026 - 17:21

score 107 · Answer 6 · 2026-04-11 16:59:43

107

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Doubts on solution of Longest run of heads problem

Published on 11 Apr 2026 - 16:59

score 39 · Answer 7 · 2026-03-25 17:45:30

39

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Accumulation in the zeroes of the rate function (Large deviation principle)

Published on 25 Mar 2026 - 17:45

score 70 · Answer 8 · 2026-04-15 12:48:00

70

Views

How large $\mathbb{E} \bigg[\max_{k \in \{1,\dots,K\}}\sum_{t=1}^T \mathbb{I}\{X_t=k\}\bigg] - \frac{T}{K}$ can be?

Published on 15 Apr 2026 - 12:48

score 84 · Answer 9 · 2026-04-14 08:46:47

84

Views

Probability bound on sum of geometric random variables

Published on 14 Apr 2026 - 8:46

score 43 · Answer 10 · 2026-04-14 01:11:36

43

Views

Supremum of random variables evaluated at the inverse of their densitiy

Published on 14 Apr 2026 - 1:11

score 43 · Answer 11 · 2026-04-14 11:28:23

43

Views

How do I compute $=\inf_{x:x\delta_1+(1-x)\delta_0 =y} I_p(x))$ ? ( using the contraction principle to get the rate funct. of the L.D.P in an example)

Published on 14 Apr 2026 - 11:28

score 101 · Answer 12 · 2026-04-14 03:54:59

101

Views

Bounding with exponential Markov inequality

Published on 14 Apr 2026 - 3:54

score 15 · Answer 13 · 2026-04-12 12:39:45

15

Views

When can lower bounds on $\ell_2$ minimax risk be used to obtain lower bounds on deviations (with high probability)?

Published on 12 Apr 2026 - 12:39

score 16 · Answer 14 · 2026-04-20 11:49:57

16

Views

Large deviation upper bound in an article

Published on 20 Apr 2026 - 11:49

score 117 · Answer 15 · 2026-04-12 19:44:52

117

Views

Sanov's Theorem for Empirical Measure

Published on 12 Apr 2026 - 19:44

List Question

Large deviation principle for small values of the maximum of the absolute value of a random walk

Basic probability arguments applied to find a lower bound of the average length of a decipherable code

Large deviation principle continues to hold when rate function is replaced by its lower semicontinuous regularization

Cramer Condition

Understanding the proof of the upper bound in Cramér's theorem

Doubts on solution of Longest run of heads problem

Accumulation in the zeroes of the rate function (Large deviation principle)

How large $\mathbb{E} \bigg[\max_{k \in \{1,\dots,K\}}\sum_{t=1}^T \mathbb{I}\{X_t=k\}\bigg] - \frac{T}{K}$ can be?

Probability bound on sum of geometric random variables

Supremum of random variables evaluated at the inverse of their densitiy

How do I compute $=\inf_{x:x\delta_1+(1-x)\delta_0 =y} I_p(x))$ ? ( using the contraction principle to get the rate funct. of the L.D.P in an example)

Bounding with exponential Markov inequality

When can lower bounds on $\ell_2$ minimax risk be used to obtain lower bounds on deviations (with high probability)?

Large deviation upper bound in an article

Sanov's Theorem for Empirical Measure

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