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Principle of the largest exponential term (limsupL​aL−1​log∑j=1r​pj,L​=maxj​limsupL​aL−1​logpj,L​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Large deviation principle
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a fixed finite number of nonnegative terms and aL​→∞, use maxj​pj,L​≤∑j​pj,L​≤rmaxj​pj,L​. The logarithm of r, divided by the large-deviation speed, tends to zero, and a finite maximum commutes with the limit superior. If all individual logarithmic limits exist, the limit of the sum is their maximum.

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  1. Large deviation principle
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 26 / 2 / d / Solution

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