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In mathematics — specifically, in large de … In mathematics — specifically, in large deviations theory — a rate function is a function used to quantify the probabilities of rare events. It is required to have several properties which assist in the formulation of the large deviation principle. In some sense, the large deviation principle is an analogue of weak convergence of probability measures, but one which takes account of how well the rare events behave. A rate function is also called a Cramér function, after the Swedish probabilist Harald Cramér.ter the Swedish probabilist Harald Cramér.
, Das Prinzip der großen Abweichungen (kurz … Das Prinzip der großen Abweichungen (kurz LDP von Large Deviation Principle) ist ein Begriff aus der . Es handelt sich um eine Charakterisierung des Grenzverhaltens einer Folge von Wahrscheinlichkeitsmaßen in Relation zu einer Rate-Funktion (siehe Konvergenzrate).iner Rate-Funktion (siehe Konvergenzrate).
, En mathématiques et plus particulièrement … En mathématiques et plus particulièrement en théorie des probabilités une fonction de taux est une fonction positive semi-continue inférieurement. Ces fonctions interviennent dans l'étude des grandes déviations et permettent de quantifier les probabilités d'évènements rares.ifier les probabilités d'évènements rares.
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large deviation principle redirects here but has no explanation/definition
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En mathématiques et plus particulièrement … En mathématiques et plus particulièrement en théorie des probabilités une fonction de taux est une fonction positive semi-continue inférieurement. Ces fonctions interviennent dans l'étude des grandes déviations et permettent de quantifier les probabilités d'évènements rares.ifier les probabilités d'évènements rares.
, Das Prinzip der großen Abweichungen (kurz … Das Prinzip der großen Abweichungen (kurz LDP von Large Deviation Principle) ist ein Begriff aus der . Es handelt sich um eine Charakterisierung des Grenzverhaltens einer Folge von Wahrscheinlichkeitsmaßen in Relation zu einer Rate-Funktion (siehe Konvergenzrate).iner Rate-Funktion (siehe Konvergenzrate).
, In mathematics — specifically, in large de … In mathematics — specifically, in large deviations theory — a rate function is a function used to quantify the probabilities of rare events. It is required to have several properties which assist in the formulation of the large deviation principle. In some sense, the large deviation principle is an analogue of weak convergence of probability measures, but one which takes account of how well the rare events behave. A rate function is also called a Cramér function, after the Swedish probabilist Harald Cramér.ter the Swedish probabilist Harald Cramér.
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Prinzip der großen Abweichungen
, Fonction de taux
, Rate function
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