Gärtner–Ellis theorem

E2232798 UNEXPLORED

The Gärtner–Ellis theorem is a fundamental result in large deviations theory that generalizes Cramér’s theorem by deriving large deviation principles from the limiting behavior of logarithmic moment generating functions.

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Gärtner–Ellis theorem canonical	1

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Cramér’s theorem in large deviations → isSpecialCaseOf → Gärtner–Ellis theorem ⓘ