#Large-Deviations

1 post in tag “Large-Deviations”.

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  Large Deviations Theory: Cramér's Theorem, Importance Sampling, and Rare Event Simulation

  2022-02-13

  A rigorous exploration of large deviations—the theory of exponentially rare events—from Cramér's theorem to Sanov's theorem, and their application to importance sampling for reliable networks.