Concepedia

Sanov's Theorem

Sanov's Theorem is a fundamental result in large deviations theory that characterizes the exponential decay rate of the probability that the empirical distribution of a sequence of independent and identically distributed random variables lies in a given set of probability distributions, expressed in terms of the relative entropy (Kullback–Leibler divergence) from the true distribution to the set.

24

Publications

1.7K

Citations

45

Authors

36

Institutions

Publications per year

2017–2026

1

Parents

Publications

24

Large deviations from the mckean-vlasov limit for weakly interacting diffusions

Donald A. Dawsont, Jürgen Gärtner · Stochastics · 1987 · 371 citations

, , +17

Sanov Property, Generalized $I$-Projection and a Conditional Limit Theorem

Imre Csiszár · The Annals of Probability · 1984 · 349 citations · Full text

, , +14

Asymptotic Error Rates in Quantum Hypothesis Testing

Katrien Audenaert, M. Nussbaum, Arleta Szkoła et al. · Communications in Mathematical Physics · 2008 · 282 citations · Full text

, , +13

Festschrift for Lucien Le Cam: Research Papers in Probability and Statistics.

Karen Kafadar, David Polland, Erik Torgersen et al. · Journal of the American Statistical Association · 1997 · 93 citations

, , +13

An Elementary Derivation of the Large Deviation Rate Function for Finite State <scp>M</scp>arkov Chains

M. Vidyasagar · Asian Journal of Control · 2013 · 92 citations · Full text

, , +15

1–5 of 24

Authors

45

  1. AS
    Arleta Szkoła

    Technische Universität Berlin, Germany

    3 publications · 380 citations

    3

    h-index

  2. JD
    Jean‐Dominique Deuschel

    Technische Universität Berlin, Germany

    3 publications · 111 citations

    3

    h-index

  3. RS
    Rainer Siegmund‐Schultze

    Technische Universität Berlin, Germany

    2 publications · 98 citations

    2

    h-index

  4. TK
    Tyll Krüger

    Bielefeld University, Germany

    2 publications · 98 citations

    2

    h-index

  5. MN
    M. Nussbaum

    University of Vienna, Austria

    2 publications · 304 citations

    2

    h-index

1–5 of 45

Institutions

36

  1. Max Planck Institute for Mathematics in the Sciences

    Leipzig, Germany

    3 h-index

    5 publications

    430 citations

  2. Bielefeld University

    Bielefeld, Germany

    3 h-index

    3 publications

    118 citations

  3. Technische Universität Berlin

    Berlin, Germany

    3 h-index

    16 publications

    640 citations

  4. Cornell University

    Ithaca, United States

    3 h-index

    3 publications

    336 citations

  5. University of Vienna

    Vienna, Austria

    2 h-index

    2 publications

    304 citations

  6. Royal Holloway University of London

    Egham, United Kingdom

    2 h-index

    2 publications

    304 citations

  7. London Institute for Mathematical Sciences

    London, United Kingdom

    2 h-index

    2 publications

    304 citations

  8. Imperial College London

    London, United Kingdom

    2 h-index

    2 publications

    304 citations

1–8 of 36

Venues

  1. Communications in Mathematical Physics

    3 publications · 380 citations

    3

    h-index

  2. Statistics & Probability Letters

    2 publications · 65 citations

    2

    h-index

  3. Stochastic Processes and their Applications

    2 publications · 33 citations

    2

    h-index

  4. Bernoulli

    1 publications · 33 citations

    1

    h-index

  5. 1

    h-index

1–5