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.
New to topics? Read the docs here!