The Entropy Method in Large Deviation Theory
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Publication:6414902
arXiv2210.13121MaRDI QIDQ6414902FDOQ6414902
Authors: Lei Yu 
Publication date: 24 October 2022
Abstract: This paper illustrates the power of the entropy method in addressing problems from large deviation theory. We provide and review entropy proofs for most fundamental results in large deviation theory, including Cramer's theorem, the G"artner--Ellis theorem, and Sanov's theorem. Moreover, by the entropy method, we also strengthen Sanov's theorem to the strong version.
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