Tilted large deviation principle

The Tilted Large Deviation Principle (TLDP) is a concept in probability theory, particularly in the area of large deviation theory. It extends the classical large deviation principles, which usually provide asymptotic estimates of probabilities of rare events in stochastic processes or sequences of random variables. In general, large deviation principles are concerned with understanding how the probabilities of certain rare events behave as an associated parameter (often the sample size) grows.