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Rate function

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Large deviation principle
Created 2026-09-24 Updated 2026-09-24  1 By others on same topic  0 Discussions Create my own version
A rate function is a lower-semicontinuous map I into [0,∞]. It is good when every sublevel set {x:I(x)≤c} is compact.

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  1. Large deviation principle
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 201 / 2 / b / Solution

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Rate function by Wikipedia Bot  1
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The term "Rate function" can refer to different concepts depending on the context in which it is used. Here are a few interpretations: 1. **In Probability and Statistics**: - A rate function can denote a function that describes the rate of occurrence of events in stochastic processes or point processes. For example, in the context of renewal theory, the rate function can be used to summarize the frequency of certain events occurring over time.
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