Concepedia

Large Deviation Inequalities

Large Deviation Inequalities is a class of probabilistic bounds that quantify the exponential decay rate of the probability of rare events in which a random variable deviates significantly from its expected value, distinguishing them from standard concentration inequalities by focusing on the asymptotic behavior of tail probabilities for large sample sizes.

840

Publications

49.5K

Citations

1K

Authors

542

Institutions

Publications per year

2017–2026

92

Parents

Publications

840

Large Deviations Techniques and Applications

Uwe Schmock, Amir Dembo, Ofer Zeitouni · Journal of the American Statistical Association · 2000 · 3.7K citations

, , +15

A kernel two-sample test

Arthur Gretton, Karsten Borgwardt, Malte J. Rasch et al. · MPG.PuRe (Max Planck Society) · 2012 · 2.2K citations · Full text

, , +17

The large deviation approach to statistical mechanics

Hugo Touchette · Physics Reports · 2009 · 1.9K citations · Full text

, , +14

A Gallavotti–Cohen-Type Symmetry in the Large Deviation Functional for Stochastic Dynamics

Journal of Statistical Physics · 1999 · 1.4K citations · Full text

, , +16

USER-FRIENDLY TAIL BOUNDS FOR SUMS OF RANDOM MATRICES

CaltechAUTHORS (California Institute of Technology) · 2010 · 1.1K citations

, , +13

1–5 of 840

Authors

1K

  1. OZ
    Ofer Zeitouni

    Technion – Israel Institute of Technology, Israel

    11 publications · 4.2K citations

    11

    h-index

  2. SR
    S. R. S. Varadhan

    Courant Institute of Mathematical Sciences, United States

    10 publications · 750 citations

    10

    h-index

  3. AA
    A. A. Mogulskiĭ

    Sobolev Institute of Mathematics, Russia

    9 publications · 214 citations

    10

    h-index

  4. QS
    Qi-Man Shao

    University of Oregon, United States

    8 publications · 562 citations

    8

    h-index

  5. PD
    Paul Dupuis

    Brown University, United States

    7 publications · 429 citations

    7

    h-index

1–5 of 1K

Institutions

542

  1. Centre National de la Recherche Scientifique

    Paris, France

    25 h-index

    60 publications

    3K citations

  2. Courant Institute of Mathematical Sciences

    New York, United States

    14 h-index

    20 publications

    1.7K citations

  3. Sorbonne Université

    Paris, France

    13 h-index

    17 publications

    779 citations

  4. Technion – Israel Institute of Technology

    Haifa, Israel

    12 h-index

    15 publications

    754 citations

  5. New York University

    New York, United States

    11 h-index

    14 publications

    662 citations

  6. Université Paris Cité

    Paris, France

    11 h-index

    12 publications

    582 citations

  7. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    11 h-index

    13 publications

    601 citations

  8. Université Toulouse III - Paul Sabatier

    Toulouse, France

    11 h-index

    14 publications

    547 citations

1–8 of 542

Venues

  1. The Annals of Probability

    80 publications · 5K citations

    38

    h-index

  2. Theory of Probability and Its Applications

    44 publications · 2.1K citations

    23

    h-index

  3. Probability Theory and Related Fields

    29 publications · 1.6K citations

    22

    h-index

  4. Statistics & Probability Letters

    35 publications · 1.2K citations

    19

    h-index

  5. Stochastic Processes and their Applications

    22 publications · 1.1K citations

    18

    h-index

1–5