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Large deviations is concerned with the study of rare events and of small probabilities. Let X i , 1 ≤ i ≤ n, be independent identically distributed (i.i.d.) real random variables with expectation m, and \(\bar X_n=(X_1+\ldots +X_n)/n\) their empirical mean.

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Large Deviations and Applications

  • 工具书词条

  • 发表日期：

    2025年

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  • Francis Comets

摘要

Large deviations is concerned with the study of rare events and of small probabilities. Let X i , 1 ≤ i ≤ n, be independent identically distributed (i.i.d.) real random variables with expectation m, and \(\bar X_n=(X_1+\ldots +X_n)/n\) their empirical mean.