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Microsoft Research

Microsoft Research

Technology and AI 359,000 subscribers

Northwest Probability Seminar 2014 – The role of compactness in large deviations.

27.06.2016 954 views
Published: 27.06.2016 Category: Technology and AI Views: 954

Episode details

Episode description

The estimates obtained in large deviations are basically local estimates. While it is not a problem for lower bounds it is a problem for upper bounds. In the absence of exponential tightness some type of "compactification" of the space is needed. We will look at some examples.

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