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Results tagged with large-deviations
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user 134361
6
votes
3
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Large deviations for discrete uniform distribution
(Not sure if this belongs on stack-exchange or overflow; let me know if I should switch it).
Given a sum of $n$ IID random variables $\{X_i\}_{i=1}^n$, each uniform on the integers $0,1,...,r$ for s …
- 435
0
votes
1
answer
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Bound for Large deviations of sums of independent (not identical) variables
I am working with a sum of variables $X_i$; they are all independent, but not identically distributed. For any $i$, I can show the bound $$\Lambda^*_{X_i}(t) := \sup_t \langle t, x \rangle - \Lambda_X …
- 435
0
votes
1
answer
193
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LDP for Marchenko Pastur with k/n tending to 0
I am interested in the determinant of $W = X * X'$, where $X \in \mathbb{R}^{k \times n}$ is a matrix with each row drawn IID from some sub-Gaussian distribution on $\mathbb{R}^{n}$. (I am aware of so …
- 435