= Sanov's theorem
{wiki=Sanov's_theorem}
Sanov's theorem is a result in statistical mechanics and large deviations theory that describes the asymptotic behavior of the empirical measures of independent random variables. It provides a way to understand how the probabilities of large deviations from the typical behavior of a stochastic system decay as the number of observations increases. Specifically, Sanov’s theorem states that for a sequence of independent and identically distributed (i.i.d.
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