Skip to main content
1 of 4
ofer zeitouni
  • 7.5k
  • 1
  • 22
  • 38

Tilting refers to a change of measure of the form $e^{\lambda \cdot x}/C(\lambda)$ where $C(\lambda)=E(e^{\lambda\cdot X})$. (The setup is that the measure for which you are proving large deviations is a topological vector space $X$, and $\lambda$ is in the dual space to $X$). The name tilting comes because the effect of the change of measure translates to modifying the ``typical behavior'' under the tilted measure; more technically, the tilting adds a linear term to the log-moment generating function that will represent the rate function.

ofer zeitouni
  • 7.5k
  • 1
  • 22
  • 38