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Rate function

In large deviations theory, a rate function is a function used to quantify the probabilities of rare events. Such functions are used to formulate large deviation principles. A large deviation principle quantifies the asymptotic probability of rare events for a sequence of probabilities.

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Properties

History and basic development

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Map overview Semantic statistics

Rate function

Nodes33
Edges32
Triples27
Avg. degree1.94
Density0.060606
Components1

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Rate function

Top relations

related to history · 13
Rate function → Cramér, Cramér's, Fenchel, For, Harald Cramér's, He, Legendre, Namely, Psi, Swedish, The, Xn, Zi
related to Remarks · 8
Rate function → Dembo, Hollander, Rassoul-Agha, Regardless, Seppäläinen, The, There, Zeitouni
related to Definitions · 4
Rate function → An, Hausdorff, If, Rate
is a · 1
Rate function → function used to quantify the probabilities of rare events
related to Uniqueness · 1
Rate function → This

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Important terminology

large function deviation rate principle sets displaystyle measures probability closed one deviations sequence used principles compact weak events exponential also

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Rate functionis afunction used to quantify the probabilities of rare events0.90text
Rate functionrelated to DefinitionsRate0.60section
Rate functionrelated to DefinitionsAn0.60section
Rate functionrelated to DefinitionsHausdorff0.60section
Rate functionrelated to DefinitionsIf0.60section
Rate functionrelated to historyThe0.60section
Rate functionrelated to historySwedish0.60section
Rate functionrelated to historyHarald Cramér's0.60section
Rate functionrelated to historyZi0.60section
Rate functionrelated to historyNamely0.60section
Rate functionrelated to historyCramér0.60section
Rate functionrelated to historyHe0.60section

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