A proof of Sanov's theorem via discretizations

DOI10.1007/s10959-022-01174-0zbMath1514.60038arXiv2112.04280OpenAlexW4226076208WikidataQ113901053 ScholiaQ113901053MaRDI QIDQ6046202

Roberto Imbuzeiro Oliveira, Guilherme Reis, Alan Pereira, Rangel Baldasso

Publication date: 16 May 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.04280

zbMATH Keywords

relative entropyweak topologylarge deviationsSanov's theoremdiscretization arguments

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

• A simple proof of Sanov's theorem
• Entropy and Information Theory

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