 Large deviation principle

ID: large-deviation-principle

Codex  0 Created 2026-09-24 Updated 2026-09-24

(Z_{n})

n

I

when probabilities of measurable sets

A

decay exponentially between the bounds

- in f_{x \in A^{\circ}} I (x) \leq lim inf_{n} \frac{1}{n} lo g P (Z_{n} \in A) \leq lim sup_{n} \frac{1}{n} lo g P (Z_{n} \in A) \leq - in f_{x \in \overline{A}} I (x) .

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