Construct · 1 fields · 1 citations

large deviation principle: a standalone construct

One name. One construct. A landmark on the map.

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large deviationprinciple1 CONSTRUCTLarge deviationVARADHAN · PROBABILITY THEORY

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Probability theory

a framework giving the exponential rate at which probabilities of rare events far from typical behavior decay.

In probability theory, large deviation principle refers to a framework giving the exponential rate at which probabilities of rare events far from typical behavior decay. This meaning comes from Varadhan (1966) in Communications on Pure and Applied Mathematics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

decay4 fields · 5 citationsjingle · one word, four constructsdeviation4 fields · 5 citationsjingle · one word, four constructs

References

  1. Varadhan, S. R. S. (1966). Asymptotic probabilities and differential equations. Communications on Pure and Applied Mathematics, 19(3), 261-286. https://doi.org/10.1002/cpa.3160190303

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