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Large deviations theory

In probability theory, the theory of large deviations concerns the asymptotic behaviour of remote tails of sequences of probability distributions. While some basic ideas of the theory can be traced to Laplace, the formalization started with insurance mathematics, namely ruin theory with Cramér and Lundberg. A unified formalization of large deviation…

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Large deviations theory

Nodes58
Edges57
Triples45
Avg. degree1.97
Density0.034483
Components1

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Large deviations theory

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related to history · 22
Large deviations theory → Abel, Alexander, Amir Dembo, Cramér, For, From, Harald Cramér, Lanford, Mark Freidlin, Nq, Ofer Zeitouni, Petrov, Ruelle, Sanov, Sigma, Swedish, The, This, Thus, Varadhan
related to Large deviations and entropy · 11
Large deviations theory → And, In, Kullback, Leibler, Loosely, Novak, Sanov, Sanov's, The, There, This
see also · 9
Large deviations theory → Brownian, Ensemble, Freidlin, Gaussian, Itō, Laplace, Large, RdLaplace's, Wentzell
has application · 3
Large deviations theory → In, Principles, Thus

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large displaystyle deviations theory probability entropy rate function value theorem tail sequence macro-state measures example isbn mean limit deviation random

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SubjectPredicateObjectConfidenceSrc
Large deviations theoryhas applicationPrinciples0.60section
Large deviations theoryhas applicationThus0.60section
Large deviations theoryhas applicationIn0.60section
Large deviations theoryrelated to historyThe0.60section
Large deviations theoryrelated to historySwedish0.60section
Large deviations theoryrelated to historyHarald Cramér0.60section
Large deviations theoryrelated to historyFrom0.60section
Large deviations theoryrelated to historyFor0.60section
Large deviations theoryrelated to historyThus0.60section
Large deviations theoryrelated to historyWhat0.60section
Large deviations theoryrelated to historySigma0.60section
Large deviations theoryrelated to historyNq0.60section

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