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Sanov's theorem
In information theory, Sanov's theorem gives a bound on the probability of observing an atypical sequence of samples from a given probability…
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Related topics
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4 relations
Information projection
Kullback–Leibler divergence
Typical set
Broader (1)
Information theory
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2011
2011
Cramér's theorem for asymptotically decoupled fields
R. Cerf
,
P. Petit
2011
Corpus ID: 117213442
We give a general setting for Cram\'er's large deviations theorem for the empirical means of a field of random vectors, which…
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2011
2011
Cram\'er's theorem in measurable locally convex spaces
P. Petit
2011
Corpus ID: 117952852
We give a general setting for Cram\'er's large deviations theorem for the empirical means of a sequence of i.i.d. random vectors…
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