By use of large deviation theorem, this paper researches deeply to how to estimate such probability.
本文利用大偏差定理对此概率如何进行估计进行深入研究。
Large deviation theory provides a good method to calculus the probability of rare event, which will have great impact once it happens although its probability may be very small.
大偏差理论提供了一个很好的办法来计算小概率事件的概率,尽管这种事件发生的概率可能会很小,但是一旦发生将会产生巨大的影响。
Usually the probability of rare event derived from large deviation method can be expressed as a solution of variational problem.
通常,源于大偏差方法的小概率事件的概率可以作为一个变分问题的解。
Probability limit theorems surveyed mainly involved strong laws of large Numbers, rates of convergence, convergence in distribution and large deviation principles.
涉及的概率极限定理包括强大数律,收敛速度,依分布收敛和大偏差原理。
Probability limit theorems surveyed mainly involved strong laws of large Numbers, rates of convergence, convergence in distribution and large deviation principles.
涉及的概率极限定理包括强大数律,收敛速度,依分布收敛和大偏差原理。
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