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arXiv:2210.13121 [math.PR]AbstractReferencesReviewsResources

The Entropy Method in Large Deviation Theory

Lei Yu

Published 2022-10-24Version 1

This paper illustrates the power of the entropy method in addressing problems from large deviation theory. We provide the entropy proofs for Cramer's theorem and Sanov's theorem which are the most fundamental results in large deviation theory. Moreover, by the entropy method, we also strengthen Sanov's theorem to the strong version.

Comments: 23 pages. A preliminary version. Any comments are welcome
Categories: math.PR, cs.IT, math.IT
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