Tilted large deviation principle

id: tilted-large-deviation-principle-265-15878732
title: Tilted large deviation principle
text: In mathematics — specifically, in large deviations theory — the tilted large deviation principle is a result that allows one to generate a new large deviation principle from an old one by exponential tilting, i.e. integration against an exponential functional. It can be seen as an alternative formulation of Varadhan's lemma.
brand slug: wiki
category slug: encyclopedia
description: Mathematical formula
original url: https://en.wikipedia.org/wiki/Tilted_large_deviation_principle
date created:
date modified: 2024-02-03T00:12:11Z
main entity: {"identifier":"Q7803014","url":"https://www.wikidata.org/entity/Q7803014"}
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fields total: 13
integrity: 14

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