Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with large-deviations
Search options answers only
not deleted
user 7691
4
votes
Accepted
A large noise limit
Let $\varphi$ be the standard normal density. Since
$P[W_1 \ge x] =(1+o(1))\varphi(x)/x$ as $ x \to \infty$ by [1], we obtain for fixed $\delta>0$ that as $\epsilon \to 0$,
$$P[W_1 \ge \epsilon^{-1}+ …
- 14.2k
3
votes
Large deviation of random walk
Let's assume that $p<1/2$, Otherwise the probability in question does not decay exponentially.
Then
$$ \max_{{1\leq i\leq n}}\Pr\left(S_i>\max_{1\leq i'\leq n}-S_{i'}\right)=
\Pr\left(S_1>\max_{1\le …
- 14.2k
2
votes
Sample average L1 convergence speed
Theorem 1 (Hsu and Robbins [HR])
Let $X_1,X_2,\ldots$ be i.i.d. random variables with finite mean $\mu$ and
finite variance. Then for all $\epsilon>0$,
$$
\sum_{n=1}^\infty P\bigl(|S_n-n\mu|\ge n \ep …
- 14.2k