ON THE RATE FUNCTION OF CONVERGENCE IN LARGE DEVIATION PROBABILITY

  • Hwang, Dae-Sik (DEPARTMENT OF MATHEMATICS, FACULTY BOARD, AIR FORCE ACADEMY)
  • Published : 1995.08.01

Abstract

In [1], Cramer introduced the first large deviation theorem at a probability symposium in 1938. Since 1938, there have been many developments in the large deviation theorems.