Question

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

score 52 · Answer 1 · 2023-03-22 18:31:15

52

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

Published on 22 Mar 2023 - 18:31

score 45 · Answer 2 · 2023-06-13 07:42:51

45

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

Published on 13 Jun 2023 - 7:42

score 26 · Answer 3 · 2023-06-15 20:27:02

26

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

Published on 15 Jun 2023 - 20:27

score 252 · Answer 4 · 2026-03-25 08:05:39

252

Views

Cramer Condition

Published on 25 Mar 2026 - 8:05

score 31 · Answer 5 · 2023-06-17 17:56:13

31

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

Published on 17 Jun 2023 - 17:56

score 104 · Answer 6 · 2023-06-17 19:38:03

104

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Doubts on solution of Longest run of heads problem

Published on 17 Jun 2023 - 19:38

score 38 · Answer 7 · 2023-07-07 12:42:00

38

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

Published on 07 Jul 2023 - 12:42

score 67 · Answer 8 · 2023-07-15 05:42:04

67

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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 Jul 2023 - 5:42

score 81 · Answer 9 · 2023-07-17 05:07:00

81

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Probability bound on sum of geometric random variables

Published on 17 Jul 2023 - 5:07

score 41 · Answer 10 · 2026-03-25 08:12:47

41

Views

Supremum of random variables evaluated at the inverse of their densitiy

Published on 25 Mar 2026 - 8:12

score 40 · Answer 11 · 2023-09-05 19:33:01

40

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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 05 Sep 2023 - 19:33

score 98 · Answer 12 · 2023-09-10 03:53:23

98

Views

Bounding with exponential Markov inequality

Published on 10 Sep 2023 - 3:53

score 12 · Answer 13 · 2023-10-11 16:27:43

12

Views

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

Published on 11 Oct 2023 - 16:27

score 14 · Answer 14 · 2026-03-20 22:27:33

14

Views

Large deviation upper bound in an article

Published on 20 Mar 2026 - 22:27

score 114 · Answer 15 · 2023-11-13 16:55:48

114

Views

Sanov's Theorem for Empirical Measure

Published on 13 Nov 2023 - 16:55

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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