Bulletin of the Korean Mathematical Society (대한수학회보)
- Volume 32 Issue 2
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- Pages.297-302
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- 1995
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- 1015-8634(pISSN)
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- 2234-3016(eISSN)
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.