Large deviations theory
Branch of probability 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.
Nº Q3403615 ★
Comum · Saberes
Large deviations theory
Branch of probability 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.
Na Wikipédia
Texto em inglês Ainda não há artigo no seu idioma: trecho em inglês.
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 theory was developed in 1966, in a paper by Varadhan. Large deviations theory formalizes the heuristic ideas of concentration of measures and widely generalizes the notion of convergence of probability measures. Roughly speaking, large deviations theory concerns itself with the exponential decline of the probability measures of certain kinds of extreme or tail events.
Texto: Wikipédia em inglês, CC BY-SA 4.0. ·
Cartas próximas
-
D
Discrepancy theory
Theory of irregularities of distribution
Nº Q1228843 ★★
Sem ofertas
-
Lei da probabilidade total
Nº Q1989192 ★★
Sem ofertas
-
teorema de De Moivre–Laplace
Convergence in distribution of binomial to normal distribution
Nº Q1855610 ★★
Sem ofertas
-
Teorema central do limite
Nº Q190391 ★★★
Sem ofertas
-
Desigualdade de Chebyshev
Limite da probabilidade de uma variável aleatória distanciar-se da sua média
Nº Q249514 ★★★
Sem ofertas
-
Lei dos grandes números
Teorema Fundamental da Probabilidade
Nº Q207952 ★★★
Sem ofertas