Projection
发表于 2025-3-26 21:47:45
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ALIEN
发表于 2025-3-27 04:05:34
Introduction to Large Deviations theory, which include laws of large numbers and central limit theorems, summarize the behavior of a stochastic system in terms of a few parameters (e.g., mean and variance). In statistical mechanics, one derives macroscopic properties of a substance from a probability distribution that describes th
荨麻
发表于 2025-3-27 06:13:35
Large Deviation Property and Asymptotics of Integralspace. The main results show the exponential decay of large deviation probabilities. A level-1 example is .{|. − .| ≥ .}, where . is the .th partial sum of the random variables and . is their common mean. Levels-2 and 3 treat analogous probabilities for the empirical measures {.} and the empirical pr
Mundane
发表于 2025-3-27 11:27:20
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alliance
发表于 2025-3-27 15:38:28
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改进
发表于 2025-3-27 18:31:39
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rectum
发表于 2025-3-28 00:37:15
Convex Functions and the Legendre-Fenchel Transforming theme. Suppose that . is a probability measure on ℝ. such that.is finite for all . in ℝ.. The function .(.), called the free energy function of ., is a convex function on ℝ. . The Legendre-Fenchel transform of .(.) is given by
赔偿
发表于 2025-3-28 03:13:52
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欢乐中国
发表于 2025-3-28 10:03:00
Level-2 Large Deviations for I.I.D. Random Vectorsned in Donsker and Varadhan (1975a, 1976a), which prove level-2 large deviation properties for Markov processes taking values in a complete separable metric space.. In Chapter VIII, we will give an elementary, self-contained proof of Theorem I1.4.3 in the special case of i.i.d. random variables with
Nibble
发表于 2025-3-28 12:31:56
Level-3 Large Deviations for I.I.D. Random Vectorsthe special case of i.i.d. random variables with a finite state space. This version of the theorem covers the applications of level-3 large deviations which were made in Chapters III, IV, and V to the Gibbs variational principle. Theorem II.4.4 can also be proved via the methods of Donsker and Varad