Statements (64)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
Stochastic processes
Random variables |
| gptkbp:book |
gptkb:Large_Deviations_Techniques_and_Applications
Large Deviations (Dembo and Zeitouni) An Introduction to Large Deviations for Communication Networks |
| gptkbp:developedBy |
gptkb:S._R._S._Varadhan
gptkb:Harald_Cramér gptkb:J._L._Doob M. D. Donsker |
| gptkbp:field |
gptkb:Probability_theory
|
| gptkbp:hasConcept |
gptkb:Varadhan's_lemma
gptkb:Gibbs_measure gptkb:Cramér's_theorem gptkb:Freidlin–Wentzell_theory gptkb:Gärtner–Ellis_theorem gptkb:Laplace_principle gptkb:Sanov's_theorem gptkb:Chernoff_bound Markov chain Relative entropy Legendre transform Random walk Change of measure Contraction principle Empirical measure Empirical process Exponential decay of probabilities Good rate function Large deviation principle Logarithmic asymptotics Moderate deviations Rate function Sample path large deviations Stochastic differential equation |
| gptkbp:hasJournal |
Sanov, I. N. (1957). On the probability of large deviations of random variables.
Cramér, H. (1938). Sur un nouveau théorème-limite de la théorie des probabilités. Donsker, M. D. and Varadhan, S. R. S. (1975). Asymptotic evaluation of certain Markov process expectations for large time. |
| https://www.w3.org/2000/01/rdf-schema#label |
Large deviations theory
|
| gptkbp:relatedTo |
gptkb:Statistical_mechanics
gptkb:Thermodynamics Finance Information theory Queueing theory Statistical physics Risk theory |
| gptkbp:studies |
Asymptotic probabilities of rare events
|
| gptkbp:theory |
gptkb:Varadhan's_lemma
gptkb:Cramér's_theorem gptkb:Gärtner–Ellis_theorem gptkb:Sanov's_theorem |
| gptkbp:usedFor |
gptkb:Hypothesis_testing
Risk assessment Statistical inference Estimating probabilities of rare events Information theory coding Queueing systems analysis Random matrix theory Statistical mechanics phase transitions Stochastic networks Thermodynamic limits |
| gptkbp:bfsParent |
gptkb:Large_Deviations_Techniques_and_Applications
gptkb:K._Varadhan |
| gptkbp:bfsLayer |
8
|